Login
Put-Warrant
Symbol:
PYP50Z
ISIN:
CH1281044474
Issuer:
Zürcher Kantonalbank
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 | 0.330 | ||||
| Diff. absolute / % | -0.04 | -12.12% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1281044474 |
| Valor | 128104447 |
| Symbol | PYP50Z |
| Strike | 60.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/11/2023 |
| Date of maturity | 27/09/2024 |
| Last trading day | 20/09/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
Underlyings
| Name | PayPal Holdings Inc. |
| ISIN | US70450Y1038 |
| Price |
56.52 EUR
|
| Date | 16/07/24 17:35 |
| Ratio | 10.00 |
Key data
| Implied volatility | 0.39% |
| Leverage | 6.34 |
| Delta | -0.31 |
| Gamma | 0.08 |
| Vega | 0.09 |
| Distance to Strike | 0.47 |
| Distance to Strike in % | 0.78% |
market maker quality Date: 15/07/2024
| Average Spread | 3.05% |
| Last Best Bid Price | 0.32 CHF |
| Last Best Ask Price | 0.33 CHF |
| Last Best Bid Volume | 175,000 |
| Last Best Ask Volume | 175,000 |
| Average Buy Volume | 171,695 |
| Average Sell Volume | 171,695 |
| Average Buy Value | 55,467 CHF |
| Average Sell Value | 57,184 CHF |
| Spreads Availability Ratio | 99.05% |
| Quote Availability | 99.05% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)