SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.310 | ||||
Diff. absolute / % | - | - |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1396291994 |
Valor | 139629199 |
Symbol | PAHZUZ |
Strike | 32.00 EUR |
Type | Warrants |
Type | Bear |
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 | 0.25% |
Leverage | 4.40 |
Delta | -0.39 |
Gamma | 0.03 |
Vega | 0.13 |
Distance to Strike | 1.78 |
Distance to Strike in % | 5.27% |
Average Spread | 3.38% |
Last Best Bid Price | 0.30 CHF |
Last Best Ask Price | 0.31 CHF |
Last Best Bid Volume | 175,000 |
Last Best Ask Volume | 175,000 |
Average Buy Volume | 177,324 |
Average Sell Volume | 177,324 |
Average Buy Value | 51,568 CHF |
Average Sell Value | 53,341 CHF |
Spreads Availability Ratio | 99.37% |
Quote Availability | 99.37% |