SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.065 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305146099 |
Valor | 130514609 |
Symbol | EMS8TZ |
Strike | 716.6319 CHF |
Type | Warrants |
Type | Bull |
Ratio | 99.53 |
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 | 0.22% |
Leverage | 11.28 |
Delta | 0.12 |
Gamma | 0.00 |
Vega | 0.74 |
Distance to Strike | 77.13 |
Distance to Strike in % | 12.06% |
Average Spread | 15.65% |
Last Best Bid Price | 0.06 CHF |
Last Best Ask Price | 0.07 CHF |
Last Best Bid Volume | 200,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 185,697 |
Average Sell Volume | 185,696 |
Average Buy Value | 10,948 CHF |
Average Sell Value | 12,805 CHF |
Spreads Availability Ratio | 99.96% |
Quote Availability | 99.96% |