SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
11:29:00 |
![]() |
0.130
|
0.140
|
CHF |
Volume |
425,000
|
425,000
|
Closing prev. day | 0.130 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1338499408 |
Valor | 133849940 |
Symbol | SX731Z |
Strike | 135.00 Points |
Type | Warrants |
Type | Bear |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 07/05/2024 |
Date of maturity | 06/01/2025 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.26% |
Leverage | 7.42 |
Delta | -0.27 |
Gamma | 0.02 |
Vega | 0.31 |
Distance to Strike | 7.66 |
Distance to Strike in % | 5.37% |
Average Spread | 7.75% |
Last Best Bid Price | 0.12 CHF |
Last Best Ask Price | 0.13 CHF |
Last Best Bid Volume | 400,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 413,791 |
Average Sell Volume | 413,791 |
Average Buy Value | 51,332 CHF |
Average Sell Value | 55,470 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |