SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.035 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.140 | Volume | 3,500 | |
Time | 12:53:33 | Date | 01/11/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1237240242 |
Valor | 123724024 |
Symbol | SX5ELZ |
Strike | 5,000.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 500.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 24/01/2023 |
Date of maturity | 06/01/2025 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.18% |
Leverage | 48.19 |
Delta | 0.15 |
Gamma | 0.00 |
Vega | 3.10 |
Distance to Strike | 244.17 |
Distance to Strike in % | 5.13% |
Average Spread | 29.36% |
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 | 29,309 CHF |
Average Sell Value | 9,827 CHF |
Spreads Availability Ratio | 97.92% |
Quote Availability | 97.92% |