Put-Warrant

Symbol: BARF6Z
Underlyings: Barry Callebaut AG
ISIN: CH1305131786
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 0.110
Diff. absolute / % -0.03 -21.43%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

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

Underlyings

Name Barry Callebaut AG
ISIN CH0009002962
Price 1,346.00 CHF
Date 22/11/24 17:30
Ratio 200.00

Key data

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%

market maker quality Date: 20/11/2024

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%

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