SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.050 | ||||
Diff. absolute / % | -0.01 | -9.09% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1371038006 |
Valor | 137103800 |
Symbol | SX784Z |
Strike | 145.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 29/10/2024 |
Date of maturity | 06/01/2025 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.23% |
Leverage | 34.59 |
Delta | 0.25 |
Gamma | 0.04 |
Vega | 0.11 |
Distance to Strike | 5.38 |
Distance to Strike in % | 3.85% |
Average Spread | 22.87% |
Last Best Bid Price | 0.04 CHF |
Last Best Ask Price | 0.05 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 254,270 |
Average Buy Value | 38,938 CHF |
Average Sell Value | 12,459 CHF |
Spreads Availability Ratio | 98.60% |
Quote Availability | 98.60% |