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Put-Warrant
Symbol:
EUR0SZ
ISIN:
CH1371031928
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
10.04.25
15:41:00 |
|
0.055
|
0.065
|
CHF |
| Volume |
850,000
|
425,000
|
||
Performance
| Closing prev. day | 0.100 | ||||
| Diff. absolute / % | -0.05 | -45.00% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1371031928 |
| Valor | 137103192 |
| Symbol | EUR0SZ |
| Strike | 1.06 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 0.05 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 08/10/2024 |
| Date of maturity | 27/06/2025 |
| Last trading day | 20/06/2025 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Implied volatility | 0.11% |
| Leverage | 14.09 |
| Delta | -0.04 |
| Gamma | 2.46 |
| Vega | 0.00 |
| Distance to Strike | 0.05 |
| Distance to Strike in % | 4.60% |
market maker quality Date: 09/04/2025
| Average Spread | 10.64% |
| Last Best Bid Price | 0.09 CHF |
| Last Best Ask Price | 0.10 CHF |
| Last Best Bid Volume | 575,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 575,161 |
| Average Sell Volume | 323,905 |
| Average Buy Value | 51,189 CHF |
| Average Sell Value | 32,336 CHF |
| Spreads Availability Ratio | 99.89% |
| Quote Availability | 99.89% |
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