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Call-Warrant
Symbol:
ROSADZ
ISIN:
CH0507002662
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.730 | ||||
| Diff. absolute / % | -0.53 | -42.06% | |||
Determined prices
| Last Price | 1.200 | Volume | 18,000 | |
| Time | 15:19:53 | Date | 26/01/2021 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH0507002662 |
| Valor | 50700266 |
| Symbol | ROSADZ |
| Strike | 360.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 80.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First listing date | 17/12/2020 |
| Date of maturity | 19/03/2021 |
| Last trading day | 19/03/2021 |
| Settlement Type | Keine Angabe |
| IRS 871m | Not available |
| Currency safeguarded | No |
| Pricing | Keine Angabe |
| Issuer | Zürcher Kantonalbank |
Key data
| Intrinsic value | 0.48 |
| Time value | 0.25 |
| Implied volatility | 0.64% |
| Leverage | 5.50 |
| Delta | 0.80 |
| Gamma | 0.01 |
| Vega | 0.42 |
| Distance to Strike | 38.00 |
| Distance to Strike in % | 9.55% |
market maker quality Date: 26/01/2021
| Average Spread | 0.84% |
| Last Best Bid Price | 1.26 CHF |
| Last Best Ask Price | 1.27 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 49,955 |
| Average Sell Volume | 50,000 |
| Average Buy Value | 59,257 CHF |
| Average Sell Value | 59,811 CHF |
| Spreads Availability Ratio | 99.22% |
| Quote Availability | 99.22% |
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