SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.240 | ||||
Diff. absolute / % | 0.02 | +9.09% |
Last Price | 0.190 | Volume | 2,500 | |
Time | 13:00:18 | Date | 05/11/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1371033999 |
Valor | 137103399 |
Symbol | JPYJ1Z |
Strike | 0.006 CHF |
Type | Warrants |
Type | Bull |
Ratio | 0.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 09/10/2024 |
Date of maturity | 26/09/2025 |
Last trading day | 19/09/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.10% |
Leverage | 14.77 |
Delta | 0.35 |
Gamma | 880.02 |
Vega | 0.00 |
Distance to Strike | 0.00 |
Distance to Strike in % | 3.84% |
Average Spread | 4.69% |
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 | 249,675 |
Average Sell Volume | 249,674 |
Average Buy Value | 52,060 CHF |
Average Sell Value | 54,557 CHF |
Spreads Availability Ratio | 99.80% |
Quote Availability | 99.80% |