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Put-Warrant
Symbol:
OR0ICZ
ISIN:
CH1305135274
Issuer:
Zürcher Kantonalbank
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 | 0.410 | ||||
| Diff. absolute / % | 0.03 | +7.32% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1305135274 |
| Valor | 130513527 |
| Symbol | OR0ICZ |
| Strike | 440.00 EUR |
| Type | Warrants |
| Type | Bear |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 01/02/2024 |
| Date of maturity | 31/12/2024 |
| Last trading day | 20/12/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
Underlyings
| Name | L'Oréal S.A. |
| ISIN | FR0000120321 |
| Price |
400.50 EUR
|
| Date | 16/07/24 18:25 |
| Ratio | 100.00 |
Key data
| Intrinsic value | 0.34 |
| Time value | 0.11 |
| Implied volatility | 0.26% |
| Leverage | 6.04 |
| Delta | -0.67 |
| Gamma | 0.01 |
| Vega | 0.94 |
| Distance to Strike | -33.70 |
| Distance to Strike in % | -8.29% |
market maker quality Date: 15/07/2024
| Average Spread | 2.62% |
| Last Best Bid Price | 0.41 CHF |
| Last Best Ask Price | 0.42 CHF |
| Last Best Bid Volume | 125,000 |
| Last Best Ask Volume | 125,000 |
| Average Buy Volume | 144,150 |
| Average Sell Volume | 144,150 |
| Average Buy Value | 54,333 CHF |
| Average Sell Value | 55,775 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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