SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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15.04.25
13:36:00 |
![]() |
0.035
|
0.045
|
CHF |
Volume |
1.00 m.
|
250,000
|
Closing prev. day | 0.050 | ||||
Diff. absolute / % | -0.02 | -30.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1396291978 |
Valor | 139629197 |
Symbol | PAHUVZ |
Strike | 44.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 19/11/2024 |
Date of maturity | 05/01/2026 |
Last trading day | 19/12/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.30% |
Leverage | 11.11 |
Delta | 0.12 |
Gamma | 0.03 |
Vega | 0.05 |
Distance to Strike | 10.52 |
Distance to Strike in % | 31.42% |
Average Spread | 41.57% |
Last Best Bid Price | 0.04 CHF |
Last Best Ask Price | 0.06 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 995,223 |
Average Sell Volume | 250,000 |
Average Buy Value | 38,041 CHF |
Average Sell Value | 14,558 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |