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Call-Warrant
Symbol:
SPSDZZ
ISIN:
CH1338522621
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.300 | ||||
| Diff. absolute / % | 0.01 | +3.45% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1338522621 |
| Valor | 133852262 |
| Symbol | SPSDZZ |
| Strike | 96.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 09/08/2024 |
| 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 |
Key data
| Implied volatility | 0.18% |
| Leverage | 12.59 |
| Delta | 0.46 |
| Gamma | 0.07 |
| Vega | 0.22 |
| Distance to Strike | 0.45 |
| Distance to Strike in % | 0.47% |
market maker quality Date: 20/11/2024
| Average Spread | 3.35% |
| Last Best Bid Price | 0.29 CHF |
| Last Best Ask Price | 0.30 CHF |
| Last Best Bid Volume | 175,000 |
| Last Best Ask Volume | 175,000 |
| Average Buy Volume | 176,653 |
| Average Sell Volume | 176,653 |
| Average Buy Value | 51,854 CHF |
| Average Sell Value | 53,620 CHF |
| Spreads Availability Ratio | 99.97% |
| Quote Availability | 99.97% |
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