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Put-Warrant
Symbol:
EMS5JZ
ISIN:
CH1338502805
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 | 0.950 | ||||
| Diff. absolute / % | 0.01 | +1.06% | |||
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 | CH1338502805 |
| Valor | 133850280 |
| Symbol | EMS5JZ |
| Strike | 716.6319 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 99.53 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 16/05/2024 |
| Date of maturity | 28/03/2025 |
| Last trading day | 21/03/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
Key data
| Intrinsic value | 0.77 |
| Time value | 0.08 |
| Implied volatility | 0.17% |
| Leverage | 6.56 |
| Delta | -0.87 |
| Gamma | 0.00 |
| Vega | 0.73 |
| Distance to Strike | -77.13 |
| Distance to Strike in % | -12.06% |
market maker quality Date: 20/11/2024
| Average Spread | 1.08% |
| Last Best Bid Price | 0.94 CHF |
| Last Best Ask Price | 0.95 CHF |
| Last Best Bid Volume | 25,000 |
| Last Best Ask Volume | 25,000 |
| Average Buy Volume | 25,000 |
| Average Sell Volume | 25,000 |
| Average Buy Value | 23,063 CHF |
| Average Sell Value | 23,313 CHF |
| Spreads Availability Ratio | 99.97% |
| Quote Availability | 99.97% |
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