Call-Warrant

Symbol: VOWZ0Z
Underlyings: Volkswagen AG (Vz)
ISIN: CH1281032040
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
13:04:00
0.015
0.025
CHF
Volume
1.00 m.
250,000

Performance

Closing prev. day 0.025
Diff. absolute / % -0.01 -40.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1281032040
Valor 128103204
Symbol VOWZ0Z
Strike 130.00 EUR
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 27/09/2023
Date of maturity 27/09/2024
Last trading day 20/09/2024
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name Volkswagen AG (Vz)
ISIN DE0007664039
Price 107.025 EUR
Date 16/07/24 16:55
Ratio 20.00

Key data

Implied volatility 0.33%
Leverage 1.09
Delta 0.00
Gamma 0.00
Vega 0.00
Distance to Strike 23.20
Distance to Strike in % 21.72%

market maker quality Date: 15/07/2024

Average Spread 49.62%
Last Best Bid Price 0.02 CHF
Last Best Ask Price 0.03 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 15,192 CHF
Average Sell Value 6,298 CHF
Spreads Availability Ratio 99.38%
Quote Availability 99.38%

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