SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.140 | ||||
Diff. absolute / % | -0.03 | -17.65% |
Last Price | 0.350 | Volume | 4,285 | |
Time | 11:54:21 | Date | 25/10/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1305146966 |
Valor | 130514696 |
Symbol | CRMHMZ |
Strike | 280.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/03/2024 |
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 | 0.41% |
Leverage | 6.22 |
Delta | -0.13 |
Gamma | 0.00 |
Vega | 0.40 |
Distance to Strike | 57.15 |
Distance to Strike in % | 16.95% |
Average Spread | 6.12% |
Last Best Bid Price | 0.17 CHF |
Last Best Ask Price | 0.18 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 327,618 |
Average Sell Volume | 327,618 |
Average Buy Value | 51,911 CHF |
Average Sell Value | 55,188 CHF |
Spreads Availability Ratio | 99.10% |
Quote Availability | 99.10% |