Call-Warrant

Symbol: JPYRDZ
Underlyings: Devisen JPY/CHF
ISIN: CH1371034161
Issuer:
Zürcher Kantonalbank
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 0.430
Diff. absolute / % 0.03 +7.50%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

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

Underlyings

Name Devisen JPY/CHF
ISIN QT0002750187
Price 0.00578
Date 22/11/24 22:58
Ratio 0.0005

Key data

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%

market maker quality Date: 20/11/2024

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%

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