SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
![]()
02.05.25
11:31:00 |
![]() |
0.520
|
0.530
|
CHF |
Volume |
100,000
|
100,000
|
Closing prev. day | 0.480 | ||||
Diff. absolute / % | 0.03 | +6.25% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1396295722 |
Valor | 139629572 |
Symbol | ABIN6Z |
Strike | 56.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 25/11/2024 |
Date of maturity | 30/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.23 |
Time value | 0.33 |
Implied volatility | 0.24% |
Leverage | 6.42 |
Delta | 0.62 |
Gamma | 0.03 |
Vega | 0.17 |
Distance to Strike | -2.30 |
Distance to Strike in % | -3.95% |
Average Spread | 2.01% |
Last Best Bid Price | 0.48 CHF |
Last Best Ask Price | 0.49 CHF |
Last Best Bid Volume | 125,000 |
Last Best Ask Volume | 125,000 |
Average Buy Volume | 108,867 |
Average Sell Volume | 108,867 |
Average Buy Value | 53,539 CHF |
Average Sell Value | 54,628 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |