SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.260 | ||||
Diff. absolute / % | -0.03 | -11.54% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338513943 |
Valor | 133851394 |
Symbol | ALLR6Z |
Strike | 155.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/06/2024 |
Date of maturity | 27/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.05 |
Time value | 0.17 |
Implied volatility | 0.15% |
Leverage | 20.97 |
Delta | 0.59 |
Gamma | 0.06 |
Vega | 0.26 |
Distance to Strike | -1.00 |
Distance to Strike in % | -0.64% |
Average Spread | 4.01% |
Last Best Bid Price | 0.26 CHF |
Last Best Ask Price | 0.27 CHF |
Last Best Bid Volume | 200,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 215,892 |
Average Sell Volume | 215,893 |
Average Buy Value | 52,728 CHF |
Average Sell Value | 54,887 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |