SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.330 | ||||
Diff. absolute / % | 0.02 | +6.45% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1237243295 |
Valor | 123724329 |
Symbol | SX5YXZ |
Strike | 4,800.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 16/02/2023 |
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 | 28.05 |
Delta | 0.45 |
Gamma | 0.00 |
Vega | 5.21 |
Distance to Strike | 44.17 |
Distance to Strike in % | 0.93% |
Average Spread | 2.76% |
Last Best Bid Price | 0.30 CHF |
Last Best Ask Price | 0.31 CHF |
Last Best Bid Volume | 175,000 |
Last Best Ask Volume | 175,000 |
Average Buy Volume | 154,390 |
Average Sell Volume | 154,390 |
Average Buy Value | 55,369 CHF |
Average Sell Value | 56,913 CHF |
Spreads Availability Ratio | 97.92% |
Quote Availability | 97.92% |