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Call-Warrant
Symbol:
GF04EZ
ISIN:
CH1268390163
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
16:01:00 |
|
0.730
|
0.740
|
CHF |
| Volume |
75,000
|
75,000
|
||
Performance
| Closing prev. day | 0.770 | ||||
| Diff. absolute / % | -0.04 | -5.19% | |||
Determined prices
| Last Price | 0.890 | Volume | 1,000 | |
| Time | 10:15:24 | Date | 16/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1268390163 |
| Valor | 126839016 |
| Symbol | GF04EZ |
| Strike | 56.00 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
| Intrinsic value | 0.62 |
| Time value | 0.09 |
| Implied volatility | 0.33% |
| Leverage | 8.02 |
| Delta | 0.92 |
| Gamma | 0.04 |
| Vega | 0.04 |
| Distance to Strike | -6.20 |
| Distance to Strike in % | -9.97% |
market maker quality Date: 15/07/2024
| Average Spread | 1.28% |
| Last Best Bid Price | 0.76 CHF |
| Last Best Ask Price | 0.77 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 75,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 58,227 CHF |
| Average Sell Value | 58,977 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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