SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
11:29:00 |
![]() |
0.060
|
0.070
|
CHF |
Volume |
850,000
|
425,000
|
Closing prev. day | 0.065 | ||||
Diff. absolute / % | -0.01 | -7.69% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338505576 |
Valor | 133850557 |
Symbol | SX7HUZ |
Strike | 170.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 23/05/2024 |
Date of maturity | 27/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.18% |
Leverage | 12.67 |
Delta | 0.21 |
Gamma | 0.01 |
Vega | 0.40 |
Distance to Strike | 27.34 |
Distance to Strike in % | 19.16% |
Average Spread | 15.03% |
Last Best Bid Price | 0.07 CHF |
Last Best Ask Price | 0.08 CHF |
Last Best Bid Volume | 850,000 |
Last Best Ask Volume | 425,000 |
Average Buy Volume | 825,800 |
Average Sell Volume | 416,933 |
Average Buy Value | 50,829 CHF |
Average Sell Value | 29,843 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |