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Put-Warrant
Symbol:
RNO2IZ
ISIN:
CH1371038576
Issuer:
Zürcher Kantonalbank
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 | 0.085 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
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 | CH1371038576 |
| Valor | 137103857 |
| Symbol | RNO2IZ |
| Strike | 41.00 EUR |
| Type | Warrants |
| Type | Bear |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/11/2024 |
| Date of maturity | 31/12/2024 |
| Last trading day | 20/12/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
Underlyings
| Name | Renault S.A. |
| ISIN | FR0000131906 |
| Price |
40.21 EUR
|
| Date | 22/11/24 22:58 |
| Ratio | 20.00 |
Key data
| Intrinsic value | 0.02 |
| Time value | 0.08 |
| Implied volatility | 0.43% |
| Leverage | 11.99 |
| Delta | -0.59 |
| Gamma | 0.20 |
| Vega | 0.04 |
| Distance to Strike | -0.45 |
| Distance to Strike in % | -1.11% |
market maker quality Date: 20/11/2024
| Average Spread | 12.11% |
| Last Best Bid Price | 0.09 CHF |
| Last Best Ask Price | 0.10 CHF |
| Last Best Bid Volume | 625,000 |
| Last Best Ask Volume | 325,000 |
| Average Buy Volume | 651,211 |
| Average Sell Volume | 336,807 |
| Average Buy Value | 50,519 CHF |
| Average Sell Value | 29,490 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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