SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
11:14:00 |
![]() |
0.500
|
0.510
|
CHF |
Volume |
100,000
|
100,000
|
Closing prev. day | 0.520 | ||||
Diff. absolute / % | -0.02 | -3.85% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305129830 |
Valor | 130512983 |
Symbol | SX75IZ |
Strike | 125.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 10/01/2024 |
Date of maturity | 06/01/2025 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.44 |
Time value | 0.06 |
Implied volatility | 0.22% |
Leverage | 6.35 |
Delta | 0.89 |
Gamma | 0.01 |
Vega | 0.17 |
Distance to Strike | -17.66 |
Distance to Strike in % | -12.38% |
Average Spread | 1.98% |
Last Best Bid Price | 0.51 CHF |
Last Best Ask Price | 0.52 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 101,997 |
Average Sell Volume | 101,997 |
Average Buy Value | 51,103 CHF |
Average Sell Value | 52,123 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |