SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.070 | ||||
Diff. absolute / % | -0.01 | -12.50% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1281043252 |
Valor | 128104325 |
Symbol | SCMISZ |
Strike | 510.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
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 | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.17% |
Leverage | 34.11 |
Delta | 0.47 |
Gamma | 0.01 |
Vega | 0.56 |
Distance to Strike | 2.00 |
Distance to Strike in % | 0.39% |
Average Spread | 11.60% |
Last Best Bid Price | 0.07 CHF |
Last Best Ask Price | 0.08 CHF |
Last Best Bid Volume | 675,000 |
Last Best Ask Volume | 350,000 |
Average Buy Volume | 625,732 |
Average Sell Volume | 336,278 |
Average Buy Value | 50,831 CHF |
Average Sell Value | 30,912 CHF |
Spreads Availability Ratio | 99.83% |
Quote Availability | 99.83% |