Call-Warrant

Symbol: AMS8LZ
Underlyings: AMS-OSRAM AG
ISIN: CH1268389488
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
16.07.24
09:01:00
0.010
0.020
CHF
Volume
1.00 m.
250,000

Performance

Closing prev. day 0.020
Diff. absolute / % -0.01 -50.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1268389488
Valor 126838948
Symbol AMS8LZ
Strike 4.2979 CHF
Type Warrants
Type Bull
Ratio 5.37
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 20/09/2023
Date of maturity 27/09/2024
Last trading day 20/09/2024
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name AMS-OSRAM AG
ISIN AT0000A18XM4
Price 1.307 CHF
Date 16/07/24 16:16
Ratio 5.37242

Key data

Implied volatility 2.27%
Distance to Strike 2.99
Distance to Strike in % 228.71%

market maker quality Date: 15/07/2024

Average Spread 66.67%
Last Best Bid Price 0.01 CHF
Last Best Ask Price 0.02 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 10,000 CHF
Average Sell Value 5,000 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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