SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.010 | ||||
Diff. absolute / % | -0.01 | -90.00% |
Last Price | 0.015 | Volume | 200,000 | |
Time | 15:42:40 | Date | 05/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1281047634 |
Valor | 128104763 |
Symbol | XAUXOZ |
Strike | 2,100.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 05/12/2023 |
Date of maturity | 01/10/2024 |
Last trading day | 24/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.32% |
Leverage | 0.16 |
Delta | -0.00 |
Gamma | 0.00 |
Vega | 0.00 |
Distance to Strike | 419.59 |
Distance to Strike in % | 16.65% |
Average Spread | 163.64% |
Last Best Bid Price | 0.00 CHF |
Last Best Ask Price | 0.01 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 994,320 |
Average Sell Volume | 250,000 |
Average Buy Value | 994 CHF |
Average Sell Value | 2,500 CHF |
Spreads Availability Ratio | 96.61% |
Quote Availability | 96.61% |