SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
13:04:00 |
![]() |
0.130
|
0.140
|
CHF |
Volume |
400,000
|
400,000
|
Closing prev. day | 0.120 | ||||
Diff. absolute / % | 0.01 | +8.33% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1281042254 |
Valor | 128104225 |
Symbol | PAHGLZ |
Strike | 44.00 EUR |
Type | Warrants |
Type | Bear |
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 |
Intrinsic value | 0.04 |
Time value | 0.09 |
Implied volatility | 0.25% |
Leverage | 7.93 |
Delta | -0.60 |
Gamma | 0.09 |
Vega | 0.11 |
Distance to Strike | -1.06 |
Distance to Strike in % | -2.47% |
Average Spread | 8.00% |
Last Best Bid Price | 0.12 CHF |
Last Best Ask Price | 0.13 CHF |
Last Best Bid Volume | 425,000 |
Last Best Ask Volume | 425,000 |
Average Buy Volume | 425,000 |
Average Sell Volume | 425,000 |
Average Buy Value | 51,000 CHF |
Average Sell Value | 55,250 CHF |
Spreads Availability Ratio | 99.39% |
Quote Availability | 99.39% |