Login
Call-Warrant
Symbol:
JPYROZ
ISIN:
CH1305152477
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
14:31:00 |
|
0.025
|
0.035
|
CHF |
| Volume |
1.00 m.
|
250,000
|
||
Performance
| Closing prev. day | 0.030 | ||||
| Diff. absolute / % | -0.01 | -16.67% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1305152477 |
| Valor | 130515247 |
| Symbol | JPYROZ |
| Strike | 0.0062 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 0.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 25/04/2024 |
| Date of maturity | 31/12/2024 |
| Last trading day | 20/12/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Implied volatility | 0.12% |
| Leverage | 3.42 |
| Delta | 0.02 |
| Gamma | 182.53 |
| Vega | 0.00 |
| Distance to Strike | 0.00 |
| Distance to Strike in % | 9.67% |
market maker quality Date: 15/07/2024
| Average Spread | 33.33% |
| Last Best Bid Price | 0.03 CHF |
| Last Best Ask Price | 0.04 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 1,000,000 |
| Average Sell Volume | 250,000 |
| Average Buy Value | 25,000 CHF |
| Average Sell Value | 8,750 CHF |
| Spreads Availability Ratio | 99.81% |
| Quote Availability | 99.81% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)