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Put-Warrant
Symbol:
BAR87Z
ISIN:
CH1268389686
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.300 | ||||
| Diff. absolute / % | -0.03 | -10.00% | |||
Determined prices
| Last Price | 0.280 | Volume | 5,000 | |
| Time | 15:57:17 | Date | 16/07/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1268389686 |
| Valor | 126838968 |
| Symbol | BAR87Z |
| Strike | 1,400.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 200.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 20/09/2023 |
| 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 |
Key data
| Implied volatility | 0.27% |
| Leverage | 11.10 |
| Delta | -0.44 |
| Gamma | 0.00 |
| Vega | 2.36 |
| Distance to Strike | 13.00 |
| Distance to Strike in % | 0.92% |
market maker quality Date: 15/07/2024
| Average Spread | 3.36% |
| 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 | 183,983 |
| Average Sell Volume | 183,978 |
| Average Buy Value | 53,919 CHF |
| Average Sell Value | 55,757 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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