SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
28.10.24
09:24:00 |
0.210
|
0.220
|
CHF | |
Volume |
250,000
|
250,000
|
Closing prev. day | 0.210 | ||||
Diff. absolute / % | 0.01 | +5.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1371018552 |
Valor | 137101855 |
Symbol | ZALEOZ |
Strike | 36.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 28/08/2024 |
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 |
Delta | 0.12 |
Gamma | 0.05 |
Vega | 0.05 |
Distance to Strike | 7.18 |
Distance to Strike in % | 24.91% |
Average Spread | 4.84% |
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 | 252,726 |
Average Sell Volume | 252,726 |
Average Buy Value | 50,920 CHF |
Average Sell Value | 53,447 CHF |
Spreads Availability Ratio | 99.39% |
Quote Availability | 99.39% |