Call-Warrant

Symbol: NOVCMZ
Underlyings: Novartis AG
ISIN: CH0596300639
Issuer:
Zürcher Kantonalbank
Trade

Chart

    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
27.10.21
15:54:00
0.015
0.020
CHF
Volume
1.00 m.
250,000

Performance

Closing prev. day 0.015
Diff. absolute / % - 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH0596300639
Valor 59630063
Symbol NOVCMZ
Strike 100.00 CHF
Type Warrants
Type Bull
Ratio 15.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 18/06/2021
Date of maturity 17/06/2022
Last trading day 17/06/2022
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name Novartis AG
ISIN CH0012005267
Price 76.48 CHF
Date 27/10/21 15:54
Ratio 15.00

Key data

Implied volatility 0.21%
Leverage 3.20
Delta 0.00
Gamma 0.00
Vega 0.00
Distance to Strike -23.12
Distance to Strike in % -30.07%

market maker quality Date: 26/10/2021

Average Spread 28.57%
Last Best Bid Price 0.02 CHF
Last Best Ask Price 0.02 CHF
Last Best Bid Volume 1,000,000
Last Best Ask Volume 250,000
Average Buy Volume 1,000,000
Average Sell Volume 250,000
Average Buy Value 15,000 CHF
Average Sell Value 5,000 CHF
Spreads Availability Ratio 91.03%
Quote Availability 91.03%

Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.