SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.020 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1371041265 |
Valor | 137104126 |
Symbol | SX7FQZ |
Strike | 155.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 05/11/2024 |
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 | 0.32% |
Leverage | 17.21 |
Delta | 0.02 |
Gamma | 0.01 |
Vega | 0.02 |
Distance to Strike | 15.38 |
Distance to Strike in % | 11.02% |
Average Spread | 77.24% |
Last Best Bid Price | 0.01 CHF |
Last Best Ask Price | 0.02 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 8,415 CHF |
Average Sell Value | 4,604 CHF |
Spreads Availability Ratio | 98.60% |
Quote Availability | 98.60% |