SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
09:15:00 |
![]() |
0.035
|
0.045
|
CHF |
Volume |
1.00 m.
|
250,000
|
Closing prev. day | 0.040 | ||||
Diff. absolute / % | -0.01 | -12.50% |
Last Price | 0.200 | Volume | 14,900 | |
Time | 17:12:22 | Date | 19/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1235748444 |
Valor | 123574844 |
Symbol | SMIOYZ |
Strike | 11,000.00 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 | 0.16% |
Leverage | 6.32 |
Delta | -0.04 |
Gamma | 0.00 |
Vega | 6.35 |
Distance to Strike | 1,236.67 |
Distance to Strike in % | 10.11% |
Average Spread | 29.56% |
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 | 969,794 |
Average Sell Volume | 250,000 |
Average Buy Value | 28,179 CHF |
Average Sell Value | 9,755 CHF |
Spreads Availability Ratio | 85.05% |
Quote Availability | 85.05% |