SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.200 | ||||
Diff. absolute / % | - | - |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1371038618 |
Valor | 137103861 |
Symbol | RNO67Z |
Strike | 46.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/11/2024 |
Date of maturity | 27/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.32% |
Leverage | 3.64 |
Delta | 0.16 |
Gamma | 0.05 |
Vega | 0.07 |
Distance to Strike | 5.45 |
Distance to Strike in % | 13.44% |
Average Spread | 4.75% |
Last Best Bid Price | 0.19 CHF |
Last Best Ask Price | 0.20 CHF |
Last Best Bid Volume | 250,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 250,777 |
Average Sell Volume | 250,776 |
Average Buy Value | 51,565 CHF |
Average Sell Value | 54,072 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |