SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.360 | ||||
Diff. absolute / % | -0.01 | -2.86% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1396296373 |
Valor | 139629637 |
Symbol | TUIZ4Z |
Strike | 8.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 25/11/2024 |
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 |
Intrinsic value | 0.09 |
Time value | 0.27 |
Implied volatility | 0.56% |
Leverage | 2.73 |
Delta | 0.58 |
Gamma | 0.14 |
Vega | 0.03 |
Distance to Strike | -0.45 |
Distance to Strike in % | -5.28% |
Average Spread | 3.04% |
Last Best Bid Price | 0.33 CHF |
Last Best Ask Price | 0.34 CHF |
Last Best Bid Volume | 175,000 |
Last Best Ask Volume | 175,000 |
Average Buy Volume | 173,894 |
Average Sell Volume | 173,894 |
Average Buy Value | 56,388 CHF |
Average Sell Value | 58,127 CHF |
Spreads Availability Ratio | 98.14% |
Quote Availability | 98.14% |