SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.015 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.015 | Volume | 50,000 | |
Time | 14:07:09 | Date | 22/11/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1281046560 |
Valor | 128104656 |
Symbol | PGH0ZZ |
Strike | 1,360.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 400.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 05/12/2023 |
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 | 0.25% |
Leverage | 83.54 |
Delta | 0.13 |
Gamma | 0.00 |
Vega | 0.75 |
Distance to Strike | 99.50 |
Distance to Strike in % | 7.89% |
Average Spread | 104.92% |
Last Best Bid Price | 0.00 CHF |
Last Best Ask Price | 0.02 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 4,689 CHF |
Average Sell Value | 3,750 CHF |
Spreads Availability Ratio | 99.83% |
Quote Availability | 99.83% |