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Put-Warrant
Symbol:
NEMTDZ
ISIN:
CH1396292612
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.460 | ||||
| Diff. absolute / % | - | - | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1396292612 |
| Valor | 139629261 |
| Symbol | NEMTDZ |
| Strike | 42.50 USD |
| 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 | 26/09/2025 |
| Last trading day | 19/09/2025 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
Underlyings
| Name | Newmont Corp. |
| ISIN | US6516391066 |
| Price |
41.665 EUR
|
| Date | 22/11/24 23:00 |
| Ratio | 10.00 |
Key data
| Implied volatility | 0.36% |
| Leverage | 3.80 |
| Delta | -0.37 |
| Gamma | 0.03 |
| Vega | 0.15 |
| Distance to Strike | 1.11 |
| Distance to Strike in % | 2.55% |
market maker quality Date: 20/11/2024
| Average Spread | 2.17% |
| Last Best Bid Price | 0.47 CHF |
| Last Best Ask Price | 0.48 CHF |
| Last Best Bid Volume | 125,000 |
| Last Best Ask Volume | 125,000 |
| Average Buy Volume | 125,000 |
| Average Sell Volume | 125,000 |
| Average Buy Value | 56,941 CHF |
| Average Sell Value | 58,191 CHF |
| Spreads Availability Ratio | 99.02% |
| Quote Availability | 99.02% |
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