SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
09:11:00 |
![]() |
0.030
|
0.040
|
CHF |
Volume |
1.00 m.
|
250,000
|
Closing prev. day | 0.035 | ||||
Diff. absolute / % | -0.01 | -14.29% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1235748352 |
Valor | 123574835 |
Symbol | SMIBTZ |
Strike | 10,500.00 Points |
Type | Warrants |
Type | Bear |
Ratio | 2,000.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 21/12/2022 |
Date of maturity | 06/01/2025 |
Last trading day | 19/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.20% |
Leverage | 1.09 |
Delta | -0.01 |
Gamma | 0.00 |
Vega | 1.23 |
Distance to Strike | 1,711.43 |
Distance to Strike in % | 14.01% |
Average Spread | 32.21% |
Last Best Bid Price | 0.03 CHF |
Last Best Ask Price | 0.04 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 | 26,182 CHF |
Average Sell Value | 9,046 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |