SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.790 | ||||
Diff. absolute / % | 0.03 | +3.80% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1338510436 |
Valor | 133851043 |
Symbol | AVG38Z |
Strike | 170.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 17/06/2024 |
Date of maturity | 27/01/2025 |
Last trading day | 17/01/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.13 |
Time value | 0.67 |
Implied volatility | 0.34% |
Leverage | 4.74 |
Delta | -0.45 |
Gamma | 0.01 |
Vega | 0.47 |
Distance to Strike | -2.62 |
Distance to Strike in % | -1.57% |
Average Spread | 1.07% |
Last Best Bid Price | 0.78 CHF |
Last Best Ask Price | 0.79 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 75,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 70,162 CHF |
Average Sell Value | 70,912 CHF |
Spreads Availability Ratio | 86.36% |
Quote Availability | 86.36% |