SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.000 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.500 | Volume | 2,000 | |
Time | 15:52:20 | Date | 30/09/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
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 |
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% |
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% |