Put-Warrant

Symbol: SPXADZ
Underlyings: S&P 500 Index
ISIN: CH0447793875
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
16/09/19
08:21:37
0.001
0.015
CHF
Volume
1.00 m.
250,000

Performance

Closing prev. day 0.420
Diff. absolute / % -0.42 -99.76%

Determined prices

Last Price 0.420 Volume 15,000
Time 12:09:10 Date 16/08/2019

More Product Information

Core Data

Name Put-Warrant
ISIN CH0447793875
Valor 44779387
Symbol SPXADZ
Strike 2,800.00 Points
Type Warrants
Type Bear
Ratio 100.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First listing date 10/05/2019
Date of maturity 20/09/2019
Last trading day 20/09/2019
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Not specified
Issuer Zürcher Kantonalbank

Underlyings

Name S&P 500 Index
ISIN US78378X1072
Price 2,995.50 Points
Date 16/09/19 15:01
Ratio 100.00

Key data

Ask Price (basis for calculation) 0.0200
Calculated price of underlying 2,983.4400
Premium 7.12%
Premium p.a. n/m
Break-even point 2,797.98 Points
Time value 0.02
Implied volatility 32.23%
Leverage 0.21
Delta -0.00
Gamma 0.00
Vega 0.00
Distance to Strike 212.54
Distance to Strike in % 7.06%

market maker quality Date: 12/09/2019

Average Spread 175.00%
Last Best Bid Price 0.00 CHF
Last Best Ask Price 0.02 CHF
Last Best Bid Volume 1,000,000
Last Best Ask Volume 250,000
Average Buy Volume 853,973
Average Sell Volume 220,146
Average Buy Value 854 CHF
Average Sell Value 3,302 CHF
Spreads Availability Ratio 99.34%
Quote Availability 99.34%

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