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Call-Warrant
Symbol:
NOVOLZ
ISIN:
CH1235752347
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
13:31:00 |
|
0.410
|
0.420
|
CHF |
| Volume |
125,000
|
125,000
|
||
Performance
| Closing prev. day | 0.450 | ||||
| Diff. absolute / % | -0.04 | -8.89% | |||
Determined prices
| Last Price | 0.490 | Volume | 10,000 | |
| Time | 10:09:28 | Date | 12/07/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1235752347 |
| Valor | 123575234 |
| Symbol | NOVOLZ |
| Strike | 100.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 09/01/2023 |
| Date of maturity | 06/01/2025 |
| Last trading day | 20/12/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
Key data
| Intrinsic value | 0.36 |
| Time value | 0.05 |
| Implied volatility | 0.16% |
| Leverage | 10.81 |
| Delta | 0.83 |
| Gamma | 0.04 |
| Vega | 0.17 |
| Distance to Strike | -7.27 |
| Distance to Strike in % | -6.78% |
market maker quality Date: 15/07/2024
| Average Spread | 2.05% |
| Last Best Bid Price | 0.44 CHF |
| Last Best Ask Price | 0.45 CHF |
| Last Best Bid Volume | 125,000 |
| Last Best Ask Volume | 125,000 |
| Average Buy Volume | 118,223 |
| Average Sell Volume | 118,223 |
| Average Buy Value | 56,910 CHF |
| Average Sell Value | 58,092 CHF |
| Spreads Availability Ratio | 99.39% |
| Quote Availability | 99.39% |
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