Put-Warrant

Symbol: BKWJYZ
Underlyings: BKW AG
ISIN: CH1281037999
Issuer:
Zürcher Kantonalbank
Trade

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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 0.570
Diff. absolute / % -0.02 -3.08%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Put-Warrant
ISIN CH1281037999
Valor 128103799
Symbol BKWJYZ
Strike 160.00 CHF
Type Warrants
Type Bear
Ratio 20.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 07/11/2023
Date of maturity 06/01/2025
Last trading day 20/12/2024
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name BKW AG
ISIN CH0130293662
Price 149.40 CHF
Date 22/11/24 17:30
Ratio 20.00

Key data

Intrinsic value 0.52
Time value 0.02
Implied volatility 0.21%
Leverage 12.46
Delta -0.90
Gamma 0.02
Vega 0.07
Distance to Strike -10.40
Distance to Strike in % -6.95%

market maker quality Date: 20/11/2024

Average Spread 1.60%
Last Best Bid Price 0.65 CHF
Last Best Ask Price 0.66 CHF
Last Best Bid Volume 25,000
Last Best Ask Volume 25,000
Average Buy Volume 25,000
Average Sell Volume 25,000
Average Buy Value 15,525 CHF
Average Sell Value 15,775 CHF
Spreads Availability Ratio 99.97%
Quote Availability 99.97%

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