SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.110 | ||||
Diff. absolute / % | -0.03 | -21.43% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1305131786 |
Valor | 130513178 |
Symbol | BARF6Z |
Strike | 1,280.00 CHF |
Type | Warrants |
Type | Bear |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/01/2024 |
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 | 0.31% |
Leverage | 21.64 |
Delta | -0.27 |
Gamma | 0.00 |
Vega | 1.24 |
Distance to Strike | 70.00 |
Distance to Strike in % | 5.19% |
Average Spread | 7.02% |
Last Best Bid Price | 0.13 CHF |
Last Best Ask Price | 0.14 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 98,614 |
Average Sell Volume | 98,613 |
Average Buy Value | 13,576 CHF |
Average Sell Value | 14,562 CHF |
Spreads Availability Ratio | 99.97% |
Quote Availability | 99.97% |