SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.520 | ||||
Diff. absolute / % | 0.11 | +7.86% |
Last Price | 0.400 | Volume | 1,000 | |
Time | 14:16:46 | Date | 09/10/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1371030573 |
Valor | 137103057 |
Symbol | PLTLRZ |
Strike | 55.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 02/10/2024 |
Date of maturity | 27/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.68 |
Time value | 0.79 |
Implied volatility | 0.58% |
Leverage | 2.99 |
Delta | 0.71 |
Gamma | 0.01 |
Vega | 0.16 |
Distance to Strike | -6.84 |
Distance to Strike in % | -11.06% |
Average Spread | 0.68% |
Last Best Bid Price | 1.39 CHF |
Last Best Ask Price | 1.40 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 75,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 109,860 CHF |
Average Sell Value | 110,610 CHF |
Spreads Availability Ratio | 98.84% |
Quote Availability | 98.84% |