SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
11:13:00 |
![]() |
0.880
|
0.890
|
CHF |
Volume |
225,000
|
225,000
|
Closing prev. day | 0.920 | ||||
Diff. absolute / % | -0.04 | -4.35% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1235748402 |
Valor | 123574840 |
Symbol | SMITPZ |
Strike | 10,600.00 Points |
Type | Warrants |
Type | Bull |
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 |
Intrinsic value | 0.81 |
Time value | 0.06 |
Implied volatility | 0.20% |
Leverage | 6.96 |
Delta | 0.99 |
Gamma | 0.00 |
Vega | 1.82 |
Distance to Strike | -1,611.43 |
Distance to Strike in % | -13.20% |
Average Spread | 1.05% |
Last Best Bid Price | 0.91 CHF |
Last Best Ask Price | 0.92 CHF |
Last Best Bid Volume | 225,000 |
Last Best Ask Volume | 225,000 |
Average Buy Volume | 225,000 |
Average Sell Volume | 225,000 |
Average Buy Value | 212,975 CHF |
Average Sell Value | 215,225 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |