Call-Warrant

Symbol: CSGCAZ
Underlyings: Credit Suisse Group AG
ISIN: CH0392729650
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
23/08/19
10:30:09
0.001
0.015
CHF
Volume
225,000
75,000

Performance

Closing prev. day 0.001
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.001 Volume 300,000
Time 13:19:20 Date 05/08/2019

More Product Information

Core Data

Name Call-Warrant
ISIN CH0392729650
Valor 39272965
Symbol CSGCAZ
Strike 16.00 CHF
Type Warrants
Type Bull
Ratio 4.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 25/09/2018
Date of maturity 20/09/2019
Last trading day 20/09/2019
Settlement Type Physical delivery
IRS 871m Not available
Currency safeguarded No
Pricing Not specified
Issuer Zürcher Kantonalbank

Underlyings

Name Credit Suisse Group AG
ISIN CH0012138530
Price 11.405 CHF
Date 23/08/19 11:14
Ratio 4.00

Key data

Ask Price (basis for calculation) 0.0150
Calculated price of underlying 11.3850
Premium 41.06%
Premium p.a. n/m
Break-even point 16.06 CHF
Time value 0.02
Implied volatility 76.17%
Leverage 5.10
Delta 0.03
Gamma 0.03
Vega 0.00
Distance to Strike -4.71
Distance to Strike in % -41.66%

market maker quality Date: 22/08/2019

Average Spread 175.00%
Last Best Bid Price 0.00 CHF
Last Best Ask Price 0.02 CHF
Last Best Bid Volume 250,000
Last Best Ask Volume 75,000
Average Buy Volume 173,672
Average Sell Volume 54,158
Average Buy Value 174 CHF
Average Sell Value 812 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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