SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.840 | ||||
Diff. absolute / % | 0.13 | +7.51% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1281052626 |
Valor | 128105262 |
Symbol | XAU6AZ |
Strike | 2,250.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 19/12/2023 |
Date of maturity | 03/01/2025 |
Last trading day | 23/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 1.14 |
Time value | 0.74 |
Implied volatility | 0.14% |
Leverage | 10.01 |
Delta | 0.80 |
Gamma | 0.00 |
Vega | 4.29 |
Distance to Strike | -113.67 |
Distance to Strike in % | -4.81% |
Average Spread | 0.57% |
Last Best Bid Price | 1.72 CHF |
Last Best Ask Price | 1.73 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 49,410 |
Average Sell Volume | 49,410 |
Average Buy Value | 86,853 CHF |
Average Sell Value | 87,347 CHF |
Spreads Availability Ratio | 99.06% |
Quote Availability | 99.06% |