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Put-Warrant
Symbol:
ALLA7Z
ISIN:
CH1338501468
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.100 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1338501468 |
| Valor | 133850146 |
| Symbol | ALLA7Z |
| Strike | 150.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 16/05/2024 |
| Date of maturity | 27/09/2024 |
| Last trading day | 20/09/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
Key data
| Implied volatility | 0.19% |
| Leverage | 10.73 |
| Delta | -0.15 |
| Gamma | 0.04 |
| Vega | 0.16 |
| Distance to Strike | 6.00 |
| Distance to Strike in % | 3.85% |
market maker quality Date: 15/07/2024
| Average Spread | 9.56% |
| Last Best Bid Price | 0.09 CHF |
| Last Best Ask Price | 0.10 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 507,062 |
| Average Sell Volume | 477,515 |
| Average Buy Value | 50,489 CHF |
| Average Sell Value | 52,626 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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