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Call-Warrant
Symbol:
BAEJNZ
ISIN:
CH1268389538
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.050 | ||||
| Diff. absolute / % | -0.01 | -10.00% | |||
Determined prices
| Last Price | 0.080 | Volume | 3,000 | |
| Time | 16:11:44 | Date | 06/06/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1268389538 |
| Valor | 126838953 |
| Symbol | BAEJNZ |
| Strike | 60.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| 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 |
Key data
| Implied volatility | 0.31% |
| Leverage | 5.17 |
| Delta | 0.04 |
| Gamma | 0.02 |
| Vega | 0.02 |
| Distance to Strike | 7.98 |
| Distance to Strike in % | 15.34% |
market maker quality Date: 15/07/2024
| Average Spread | 19.51% |
| Last Best Bid Price | 0.05 CHF |
| Last Best Ask Price | 0.06 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 1,000,000 |
| Average Sell Volume | 351,569 |
| Average Buy Value | 46,465 CHF |
| Average Sell Value | 20,182 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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