SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.015 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.030 | Volume | 10,000 | |
Time | 12:34:26 | Date | 23/10/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338512150 |
Valor | 133851215 |
Symbol | PAHJLZ |
Strike | 56.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/06/2024 |
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 | 0.43% |
Leverage | 9.28 |
Delta | 0.03 |
Gamma | 0.01 |
Vega | 0.02 |
Distance to Strike | 22.22 |
Distance to Strike in % | 65.78% |
Average Spread | 100.00% |
Last Best Bid Price | 0.01 CHF |
Last Best Ask Price | 0.02 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 992,939 |
Average Sell Volume | 250,000 |
Average Buy Value | 4,965 CHF |
Average Sell Value | 3,750 CHF |
Spreads Availability Ratio | 99.37% |
Quote Availability | 99.37% |