SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
22.11.24
13:06:00 |
0.030
|
0.040
|
CHF | |
Volume |
1.00 m.
|
250,000
|
Closing prev. day | 0.035 | ||||
Diff. absolute / % | -0.01 | -28.57% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338506970 |
Valor | 133850697 |
Symbol | RDCJ4Z |
Strike | 200.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 250.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 29/05/2024 |
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 | 0.53% |
Leverage | 6.67 |
Delta | 0.29 |
Gamma | 0.01 |
Vega | 0.38 |
Distance to Strike | 55.10 |
Distance to Strike in % | 38.03% |
Average Spread | 28.57% |
Last Best Bid Price | 0.03 CHF |
Last Best Ask Price | 0.04 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 992,802 |
Average Sell Volume | 250,000 |
Average Buy Value | 29,784 CHF |
Average Sell Value | 10,000 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |