SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.340 | ||||
Diff. absolute / % | 0.14 | +70.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305142734 |
Valor | 130514273 |
Symbol | CRM47Z |
Strike | 350.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/03/2024 |
Date of maturity | 27/01/2025 |
Last trading day | 17/01/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.39% |
Leverage | 9.50 |
Delta | 0.44 |
Gamma | 0.01 |
Vega | 0.52 |
Distance to Strike | 12.85 |
Distance to Strike in % | 3.81% |
Average Spread | 4.81% |
Last Best Bid Price | 0.20 CHF |
Last Best Ask Price | 0.21 CHF |
Last Best Bid Volume | 250,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 251,537 |
Average Sell Volume | 251,537 |
Average Buy Value | 51,045 CHF |
Average Sell Value | 53,560 CHF |
Spreads Availability Ratio | 99.12% |
Quote Availability | 99.12% |