SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.300 | ||||
Diff. absolute / % | 0.12 | +10.26% |
Last Price | 0.410 | Volume | 1,500 | |
Time | 15:33:49 | Date | 05/11/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1371031175 |
Valor | 137103117 |
Symbol | PLTZ7Z |
Strike | 50.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 07/10/2024 |
Date of maturity | 27/01/2025 |
Last trading day | 17/01/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 1.18 |
Time value | 0.06 |
Implied volatility | 0.39% |
Leverage | 3.92 |
Delta | 0.79 |
Gamma | 0.01 |
Vega | 0.07 |
Distance to Strike | -11.84 |
Distance to Strike in % | -19.15% |
Average Spread | 0.80% |
Last Best Bid Price | 1.16 CHF |
Last Best Ask Price | 1.17 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 50,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 62,197 CHF |
Average Sell Value | 62,697 CHF |
Spreads Availability Ratio | 98.56% |
Quote Availability | 98.56% |