SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.050 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.150 | Volume | 7,000 | |
Time | 13:37:28 | Date | 15/10/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338502052 |
Valor | 133850205 |
Symbol | KAR5CZ |
Strike | 280.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 16/05/2024 |
Date of maturity | 06/01/2025 |
Last trading day | 20/12/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.35% |
Leverage | 9.22 |
Delta | 0.14 |
Gamma | 0.02 |
Vega | 0.16 |
Distance to Strike | 14.00 |
Distance to Strike in % | 5.26% |
Average Spread | 18.50% |
Last Best Bid Price | 0.04 CHF |
Last Best Ask Price | 0.05 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 57,260 |
Average Sell Volume | 57,259 |
Average Buy Value | 2,807 CHF |
Average Sell Value | 3,379 CHF |
Spreads Availability Ratio | 99.95% |
Quote Availability | 99.95% |