SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.490 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.180 | Volume | 5,000 | |
Time | 15:12:24 | Date | 10/01/2025 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1371031845 |
Valor | 137103184 |
Symbol | EURVGZ |
Strike | 1.120 USD |
Type | Warrants |
Type | Bull |
Ratio | 0.05 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 08/10/2024 |
Date of maturity | 30/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.05% |
Leverage | 27.30 |
Delta | 0.56 |
Gamma | 5.85 |
Vega | 0.00 |
Distance to Strike | 0.03 |
Distance to Strike in % | 2.67% |
Average Spread | 1.84% |
Last Best Bid Price | 0.52 CHF |
Last Best Ask Price | 0.53 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 100,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 53,943 CHF |
Average Sell Value | 54,943 CHF |
Spreads Availability Ratio | 96.17% |
Quote Availability | 96.17% |