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Call-Warrant
Symbol:
SIG0LZ
ISIN:
CH1281049879
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 | 0.020 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | 0.140 | Volume | 15,000 | |
| Time | 11:52:55 | Date | 04/10/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1281049879 |
| Valor | 128104987 |
| Symbol | SIG0LZ |
| Strike | 20.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 11/12/2023 |
| 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 |
Key data
| Implied volatility | 0.35% |
| Leverage | 47.78 |
| Delta | 0.07 |
| Gamma | 0.09 |
| Vega | 0.01 |
| Distance to Strike | 2.49 |
| Distance to Strike in % | 14.22% |
market maker quality Date: 20/11/2024
| Average Spread | 58.21% |
| Last Best Bid Price | 0.01 CHF |
| Last Best Ask Price | 0.02 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 990,152 |
| Average Sell Volume | 250,000 |
| Average Buy Value | 12,390 CHF |
| Average Sell Value | 5,634 CHF |
| Spreads Availability Ratio | 99.95% |
| Quote Availability | 99.95% |
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