SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.070 | ||||
Diff. absolute / % | 0.01 | +7.69% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1281050364 |
Valor | 128105036 |
Symbol | GF0FYZ |
Strike | 60.00 CHF |
Type | Warrants |
Type | Bear |
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 | 0.34% |
Leverage | 35.20 |
Delta | -0.27 |
Gamma | 0.03 |
Vega | 0.06 |
Distance to Strike | 5.20 |
Distance to Strike in % | 7.98% |
Average Spread | 20.86% |
Last Best Bid Price | 0.06 CHF |
Last Best Ask Price | 0.07 CHF |
Last Best Bid Volume | 200,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 213,408 |
Average Sell Volume | 213,407 |
Average Buy Value | 9,166 CHF |
Average Sell Value | 11,300 CHF |
Spreads Availability Ratio | 99.96% |
Quote Availability | 99.96% |