SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.095 | ||||
Diff. absolute / % | -0.02 | -13.64% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1281050273 |
Valor | 128105027 |
Symbol | GF0HYZ |
Strike | 68.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
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 |
Implied volatility | 0.32% |
Leverage | 24.84 |
Delta | 0.42 |
Gamma | 0.04 |
Vega | 0.07 |
Distance to Strike | 2.80 |
Distance to Strike in % | 4.29% |
Average Spread | 8.86% |
Last Best Bid Price | 0.11 CHF |
Last Best Ask Price | 0.12 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 90,032 |
Average Sell Volume | 90,034 |
Average Buy Value | 9,707 CHF |
Average Sell Value | 10,607 CHF |
Spreads Availability Ratio | 99.97% |
Quote Availability | 99.97% |