SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.040 | ||||
Diff. absolute / % | -0.01 | -11.11% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338514537 |
Valor | 133851453 |
Symbol | EMSJQZ |
Strike | 756.4448 CHF |
Type | Warrants |
Type | Bull |
Ratio | 99.53 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/06/2024 |
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 |
Implied volatility | 0.24% |
Leverage | 8.25 |
Delta | 0.04 |
Gamma | 0.00 |
Vega | 0.34 |
Distance to Strike | 116.94 |
Distance to Strike in % | 18.29% |
Average Spread | 25.71% |
Last Best Bid Price | 0.04 CHF |
Last Best Ask Price | 0.05 CHF |
Last Best Bid Volume | 525,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 465,689 |
Average Sell Volume | 250,000 |
Average Buy Value | 15,772 CHF |
Average Sell Value | 11,012 CHF |
Spreads Availability Ratio | 99.97% |
Quote Availability | 99.97% |