Put-Warrant

Symbol: LHAOLZ
Underlyings: Deutsche Lufthansa AG
ISIN: CH1281042122
Issuer:
Zürcher Kantonalbank
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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 0.190
Diff. absolute / % 0.01 +5.56%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Put-Warrant
ISIN CH1281042122
Valor 128104212
Symbol LHAOLZ
Strike 8.00 EUR
Type Warrants
Type Bear
Ratio 10.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 20/11/2023
Date of maturity 06/01/2025
Last trading day 20/12/2024
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name Deutsche Lufthansa AG
ISIN DE0008232125
Price 6.047 EUR
Date 22/11/24 22:35
Ratio 10.00

Key data

Intrinsic value 0.20
Time value 0.00
Implied volatility 0.90%
Leverage 2.99
Delta -0.99
Gamma 0.00
Vega 0.00
Distance to Strike -1.96
Distance to Strike in % -32.41%

market maker quality Date: 20/11/2024

Average Spread 5.50%
Last Best Bid Price 0.18 CHF
Last Best Ask Price 0.19 CHF
Last Best Bid Volume 300,000
Last Best Ask Volume 300,000
Average Buy Volume 300,000
Average Sell Volume 300,000
Average Buy Value 53,091 CHF
Average Sell Value 56,091 CHF
Spreads Availability Ratio 99.39%
Quote Availability 99.39%

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