SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.430 | ||||
Diff. absolute / % | 0.03 | +7.50% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1371034161 |
Valor | 137103416 |
Symbol | JPYRDZ |
Strike | 0.0058 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 | 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 | 0.10% |
Leverage | 13.24 |
Delta | 0.54 |
Gamma | 832.02 |
Vega | 0.00 |
Distance to Strike | 0.00 |
Distance to Strike in % | 0.38% |
Average Spread | 2.59% |
Last Best Bid Price | 0.39 CHF |
Last Best Ask Price | 0.40 CHF |
Last Best Bid Volume | 150,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 149,154 |
Average Sell Volume | 149,154 |
Average Buy Value | 56,908 CHF |
Average Sell Value | 58,400 CHF |
Spreads Availability Ratio | 99.80% |
Quote Availability | 99.80% |