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Put-Warrant
Symbol:
SGS11Z
ISIN:
CH1268392508
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 | 0.070 | ||||
| Diff. absolute / % | -0.01 | -14.29% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1268392508 |
| Valor | 126839250 |
| Symbol | SGS11Z |
| Strike | 76.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 16.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/09/2023 |
| 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 | 0.24% |
| Leverage | 11.45 |
| Delta | -0.15 |
| Gamma | 0.04 |
| Vega | 0.08 |
| Distance to Strike | 5.66 |
| Distance to Strike in % | 6.93% |
market maker quality Date: 15/07/2024
| Average Spread | 15.17% |
| Last Best Bid Price | 0.07 CHF |
| Last Best Ask Price | 0.08 CHF |
| Last Best Bid Volume | 775,000 |
| Last Best Ask Volume | 400,000 |
| Average Buy Volume | 837,939 |
| Average Sell Volume | 422,550 |
| Average Buy Value | 51,059 CHF |
| Average Sell Value | 29,983 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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