SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.110 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1281042650 |
Valor | 128104265 |
Symbol | ZALT0Z |
Strike | 28.00 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 |
Intrinsic value | 0.02 |
Time value | 0.08 |
Implied volatility | 0.58% |
Leverage | 7.19 |
Delta | 0.63 |
Gamma | 0.19 |
Vega | 0.04 |
Distance to Strike | -0.46 |
Distance to Strike in % | -1.62% |
Average Spread | 8.83% |
Last Best Bid Price | 0.11 CHF |
Last Best Ask Price | 0.12 CHF |
Last Best Bid Volume | 475,000 |
Last Best Ask Volume | 475,000 |
Average Buy Volume | 479,053 |
Average Sell Volume | 479,053 |
Average Buy Value | 51,869 CHF |
Average Sell Value | 56,660 CHF |
Spreads Availability Ratio | 99.28% |
Quote Availability | 99.28% |