Call-Warrant

Symbol: SX7P0Z
ISIN: CH1338500510
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
16.07.24
12:02:00
0.055
0.065
CHF
Volume
925,000
475,000

Performance

Closing prev. day 0.065
Diff. absolute / % -0.01 -15.38%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1338500510
Valor 133850051
Symbol SX7P0Z
Strike 160.00 Points
Type Warrants
Type Bull
Ratio 40.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First Trading Date 14/05/2024
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

Underlyings

Name EURO STOXX Banks PR Index
ISIN EU0009658426
Price 142.30 Points
Date 16/07/24 12:54
Ratio 40.00

Key data

Implied volatility 0.21%
Leverage 13.36
Delta 0.21
Gamma 0.02
Vega 0.27
Distance to Strike 17.34
Distance to Strike in % 12.15%

market maker quality Date: 15/07/2024

Average Spread 16.04%
Last Best Bid Price 0.06 CHF
Last Best Ask Price 0.07 CHF
Last Best Bid Volume 925,000
Last Best Ask Volume 475,000
Average Buy Volume 890,672
Average Sell Volume 452,114
Average Buy Value 51,107 CHF
Average Sell Value 30,453 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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