SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.240 | ||||
Diff. absolute / % | 0.09 | +60.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305142908 |
Valor | 130514290 |
Symbol | CRMWCZ |
Strike | 400.00 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 | 28/03/2025 |
Last trading day | 21/03/2025 |
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 | 7.36 |
Delta | 0.24 |
Gamma | 0.00 |
Vega | 0.60 |
Distance to Strike | 62.85 |
Distance to Strike in % | 18.64% |
Average Spread | 6.37% |
Last Best Bid Price | 0.15 CHF |
Last Best Ask Price | 0.16 CHF |
Last Best Bid Volume | 325,000 |
Last Best Ask Volume | 325,000 |
Average Buy Volume | 344,416 |
Average Sell Volume | 344,399 |
Average Buy Value | 52,361 CHF |
Average Sell Value | 55,802 CHF |
Spreads Availability Ratio | 99.39% |
Quote Availability | 99.39% |