SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.030 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.035 | Volume | 5,000 | |
Time | 10:44:48 | Date | 14/11/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338523546 |
Valor | 133852354 |
Symbol | PAHACZ |
Strike | 44.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 09/08/2024 |
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 | 0.33% |
Leverage | 13.40 |
Delta | 0.16 |
Gamma | 0.03 |
Vega | 0.06 |
Distance to Strike | 10.22 |
Distance to Strike in % | 30.25% |
Average Spread | 39.37% |
Last Best Bid Price | 0.02 CHF |
Last Best Ask Price | 0.03 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 992,918 |
Average Sell Volume | 250,000 |
Average Buy Value | 20,332 CHF |
Average Sell Value | 7,618 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |