SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.540 | ||||
Diff. absolute / % | 0.07 | +14.89% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268373490 |
Valor | 126837349 |
Symbol | LOG3WZ |
Strike | 60.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/06/2023 |
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 | 0.55 |
Time value | 0.02 |
Implied volatility | 0.54% |
Leverage | 6.03 |
Delta | 0.97 |
Gamma | 0.01 |
Vega | 0.01 |
Distance to Strike | -11.00 |
Distance to Strike in % | -15.49% |
Average Spread | 2.03% |
Last Best Bid Price | 0.46 CHF |
Last Best Ask Price | 0.47 CHF |
Last Best Bid Volume | 150,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 150,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 73,426 CHF |
Average Sell Value | 74,926 CHF |
Spreads Availability Ratio | 99.80% |
Quote Availability | 99.80% |