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Call-Warrant
Symbol:
EURVRZ
ISIN:
CH1268389116
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 | 0.120 | ||||
| Diff. absolute / % | -0.01 | -8.33% | |||
Determined prices
| Last Price | 0.200 | Volume | 3,000 | |
| Time | 13:52:30 | Date | 22/05/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1268389116 |
| Valor | 126838911 |
| Symbol | EURVRZ |
| Strike | 0.97 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 0.10 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 19/09/2023 |
| Date of maturity | 28/06/2024 |
| Last trading day | 21/06/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Underlyings
| Name | Devisen EUR/CHF |
| ISIN | EU0009654078 |
| Price |
0.9791 CHF
|
| Date | 31/05/24 22:10 |
| Ratio | 0.10 |
Key data
| Intrinsic value | 0.10 |
| Time value | 0.01 |
| Implied volatility | 0.05% |
| Leverage | 76.56 |
| Delta | 0.86 |
| Gamma | 22.05 |
| Vega | 0.00 |
| Distance to Strike | -0.01 |
| Distance to Strike in % | -1.03% |
market maker quality Date: 29/05/2024
| Average Spread | 5.11% |
| Last Best Bid Price | 0.17 CHF |
| Last Best Ask Price | 0.18 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 269,581 |
| Average Sell Volume | 269,580 |
| Average Buy Value | 51,372 CHF |
| Average Sell Value | 54,068 CHF |
| Spreads Availability Ratio | 99.63% |
| Quote Availability | 99.63% |
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