Call-Warrant

Symbol: SDZF6Z
Underlyings: Sandoz Group AG
ISIN: CH1281045232
Issuer:
Zürcher Kantonalbank
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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 1.000
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.500 Volume 2,000
Time 15:52:20 Date 30/09/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1281045232
Valor 128104523
Symbol SDZF6Z
Strike 32.00 CHF
Type Warrants
Type Bull
Ratio 8.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 22/11/2023
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

Underlyings

Name Sandoz Group AG
ISIN CH1243598427
Price 40.5800 CHF
Date 22/11/24 17:18
Ratio 8.00

Key data

Intrinsic value 1.05
Time value 0.02
Implied volatility 0.63%
Leverage 4.72
Delta 1.00
Gamma 0.00
Vega 0.00
Distance to Strike -8.37
Distance to Strike in % -20.73%

market maker quality Date: 20/11/2024

Average Spread 0.95%
Last Best Bid Price 1.00 CHF
Last Best Ask Price 1.01 CHF
Last Best Bid Volume 50,000
Last Best Ask Volume 50,000
Average Buy Volume 50,487
Average Sell Volume 50,487
Average Buy Value 53,121 CHF
Average Sell Value 53,625 CHF
Spreads Availability Ratio 99.83%
Quote Availability 99.83%

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