SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
13:08:00 |
![]() |
0.060
|
0.070
|
CHF |
Volume |
850,000
|
425,000
|
Closing prev. day | 0.070 | ||||
Diff. absolute / % | -0.01 | -14.29% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1281042221 |
Valor | 128104222 |
Symbol | PAHO0Z |
Strike | 48.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
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 |
Implied volatility | 0.33% |
Leverage | 3.15 |
Delta | 0.11 |
Gamma | 0.05 |
Vega | 0.05 |
Distance to Strike | 5.06 |
Distance to Strike in % | 11.78% |
Average Spread | 14.47% |
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 | 787,469 |
Average Sell Volume | 403,794 |
Average Buy Value | 50,478 CHF |
Average Sell Value | 29,938 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |