SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.180 | ||||
Diff. absolute / % | 0.04 | +28.57% |
Last Price | 0.250 | Volume | 1,500 | |
Time | 11:03:26 | Date | 07/11/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1250729543 |
Valor | 125072954 |
Symbol | LOGCLZ |
Strike | 68.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 05/05/2023 |
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 |
Intrinsic value | 0.15 |
Time value | 0.06 |
Implied volatility | 0.35% |
Leverage | 11.66 |
Delta | 0.69 |
Gamma | 0.05 |
Vega | 0.07 |
Distance to Strike | -3.00 |
Distance to Strike in % | -4.23% |
Average Spread | 6.56% |
Last Best Bid Price | 0.13 CHF |
Last Best Ask Price | 0.14 CHF |
Last Best Bid Volume | 400,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 354,552 |
Average Sell Volume | 354,555 |
Average Buy Value | 52,261 CHF |
Average Sell Value | 55,807 CHF |
Spreads Availability Ratio | 99.30% |
Quote Availability | 99.30% |