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Call-Warrant
Symbol:
PYP6HZ
ISIN:
CH1281052410
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
22.11.24
12:12:00 |
|
0.680
|
0.690
|
CHF |
| Volume |
75,000
|
75,000
|
||
Performance
| Closing prev. day | 0.690 | ||||
| Diff. absolute / % | -0.01 | -1.45% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1281052410 |
| Valor | 128105241 |
| Symbol | PYP6HZ |
| Strike | 80.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 19/12/2023 |
| Date of maturity | 27/01/2025 |
| Last trading day | 17/01/2025 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
Underlyings
| Name | PayPal Holdings Inc. |
| ISIN | US70450Y1038 |
| Price |
81.22 EUR
|
| Date | 22/11/24 12:59 |
| Ratio | 10.00 |
Key data
| Intrinsic value | 0.49 |
| Time value | 0.18 |
| Implied volatility | 0.26% |
| Leverage | 9.17 |
| Delta | 0.72 |
| Gamma | 0.03 |
| Vega | 0.11 |
| Distance to Strike | -4.87 |
| Distance to Strike in % | -5.74% |
market maker quality Date: 20/11/2024
| Average Spread | 1.51% |
| Last Best Bid Price | 0.68 CHF |
| Last Best Ask Price | 0.69 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 94,365 |
| Average Sell Volume | 94,365 |
| Average Buy Value | 62,085 CHF |
| Average Sell Value | 63,028 CHF |
| Spreads Availability Ratio | 99.45% |
| Quote Availability | 99.45% |
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