SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.270 | ||||
Diff. absolute / % | -0.05 | -13.89% |
Last Price | 0.270 | Volume | 70,000 | |
Time | 15:10:50 | Date | 28/03/2025 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1371026118 |
Valor | 137102611 |
Symbol | ABBG1Z |
Strike | 52.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/09/2024 |
Date of maturity | 26/09/2025 |
Last trading day | 19/09/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.25% |
Leverage | 11.51 |
Delta | 0.33 |
Gamma | 0.04 |
Vega | 0.12 |
Distance to Strike | 4.77 |
Distance to Strike in % | 10.10% |
Average Spread | 3.18% |
Last Best Bid Price | 0.31 CHF |
Last Best Ask Price | 0.32 CHF |
Last Best Bid Volume | 175,000 |
Last Best Ask Volume | 175,000 |
Average Buy Volume | 174,932 |
Average Sell Volume | 174,882 |
Average Buy Value | 54,155 CHF |
Average Sell Value | 55,890 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |