SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.170 | ||||
Diff. absolute / % | 0.01 | +6.25% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305145752 |
Valor | 130514575 |
Symbol | GALLRZ |
Strike | 80.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/03/2024 |
Date of maturity | 28/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.20% |
Leverage | 11.20 |
Delta | 0.29 |
Gamma | 0.06 |
Vega | 0.15 |
Distance to Strike | 2.95 |
Distance to Strike in % | 3.83% |
Average Spread | 6.00% |
Last Best Bid Price | 0.15 CHF |
Last Best Ask Price | 0.16 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 58,781 |
Average Sell Volume | 58,781 |
Average Buy Value | 9,460 CHF |
Average Sell Value | 10,048 CHF |
Spreads Availability Ratio | 99.95% |
Quote Availability | 99.95% |