SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.015 | ||||
Diff. absolute / % | -0.01 | -25.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1371043345 |
Valor | 137104334 |
Symbol | TUIFFZ |
Strike | 7.50 EUR |
Type | Warrants |
Type | Bear |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/11/2024 |
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 | 0.09% |
Leverage | 107.98 |
Delta | -0.32 |
Gamma | 0.12 |
Vega | 0.03 |
Distance to Strike | 0.95 |
Distance to Strike in % | 11.20% |
Average Spread | 74.00% |
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 | 993,061 |
Average Sell Volume | 250,000 |
Average Buy Value | 8,830 CHF |
Average Sell Value | 4,725 CHF |
Spreads Availability Ratio | 98.18% |
Quote Availability | 98.18% |