SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.330 | ||||
Diff. absolute / % | 0.02 | +6.06% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305146222 |
Valor | 130514622 |
Symbol | ALL50Z |
Strike | 160.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
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 | 0.17% |
Leverage | 11.42 |
Delta | 0.49 |
Gamma | 0.04 |
Vega | 0.44 |
Distance to Strike | 1.40 |
Distance to Strike in % | 0.88% |
Average Spread | 3.04% |
Last Best Bid Price | 0.33 CHF |
Last Best Ask Price | 0.34 CHF |
Last Best Bid Volume | 175,000 |
Last Best Ask Volume | 175,000 |
Average Buy Volume | 174,662 |
Average Sell Volume | 174,662 |
Average Buy Value | 56,627 CHF |
Average Sell Value | 58,374 CHF |
Spreads Availability Ratio | 98.77% |
Quote Availability | 98.77% |