SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.550 | ||||
Diff. absolute / % | 0.11 | +25.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338518736 |
Valor | 133851873 |
Symbol | CRWACZ |
Strike | 400.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/07/2024 |
Date of maturity | 28/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.47% |
Leverage | 5.23 |
Delta | 0.40 |
Gamma | 0.01 |
Vega | 0.81 |
Distance to Strike | 33.72 |
Distance to Strike in % | 9.21% |
Average Spread | 2.06% |
Last Best Bid Price | 0.44 CHF |
Last Best Ask Price | 0.45 CHF |
Last Best Bid Volume | 125,000 |
Last Best Ask Volume | 125,000 |
Average Buy Volume | 124,735 |
Average Sell Volume | 124,735 |
Average Buy Value | 59,906 CHF |
Average Sell Value | 61,154 CHF |
Spreads Availability Ratio | 99.07% |
Quote Availability | 99.07% |