SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
16.07.24
13:38:00 |
0.180
|
0.190
|
CHF | |
Volume |
300,000
|
300,000
|
Closing prev. day | 0.220 | ||||
Diff. absolute / % | -0.04 | -18.18% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338517894 |
Valor | 133851789 |
Symbol | SBU2CZ |
Strike | 90.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/07/2024 |
Date of maturity | 27/01/2025 |
Last trading day | 17/01/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.31% |
Leverage | 3.89 |
Delta | 0.10 |
Gamma | 0.02 |
Vega | 0.09 |
Distance to Strike | 17.27 |
Distance to Strike in % | 23.75% |
Average Spread | 4.36% |
Last Best Bid Price | 0.21 CHF |
Last Best Ask Price | 0.22 CHF |
Last Best Bid Volume | 250,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 226,660 |
Average Sell Volume | 226,660 |
Average Buy Value | 50,892 CHF |
Average Sell Value | 53,159 CHF |
Spreads Availability Ratio | 98.82% |
Quote Availability | 98.82% |