SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.001 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.001 | Volume | 170,000 | |
Time | 09:16:42 | Date | 22/11/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1235752693 |
Valor | 123575269 |
Symbol | ROGLFZ |
Strike | 300.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
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 |
Implied volatility | 0.41% |
Leverage | 1.85 |
Delta | 0.00 |
Gamma | 0.00 |
Vega | 0.00 |
Distance to Strike | 45.50 |
Distance to Strike in % | 17.88% |
Average Spread | 163.64% |
Last Best Bid Price | 0.00 CHF |
Last Best Ask Price | 0.01 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 | 1,000 CHF |
Average Sell Value | 2,500 CHF |
Spreads Availability Ratio | 99.82% |
Quote Availability | 99.82% |