Call-Warrant

Symbol: BARB8Z
Underlyings: Barry Callebaut AG
ISIN: CH1268389587
Issuer:
Zürcher Kantonalbank
Trade

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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 0.080
Diff. absolute / % 0.01 +6.25%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1268389587
Valor 126838958
Symbol BARB8Z
Strike 1,600.00 CHF
Type Warrants
Type Bull
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

Underlyings

Name Barry Callebaut AG
ISIN CH0009002962
Price 1,416.00 CHF
Date 16/07/24 17:30
Ratio 200.00

Key data

Implied volatility 0.31%
Leverage 28.97
Delta 0.33
Gamma 0.00
Vega 2.17
Distance to Strike 187.00
Distance to Strike in % 13.23%

market maker quality Date: 15/07/2024

Average Spread 12.43%
Last Best Bid Price 0.07 CHF
Last Best Ask Price 0.08 CHF
Last Best Bid Volume 675,000
Last Best Ask Volume 350,000
Average Buy Volume 666,338
Average Sell Volume 344,366
Average Buy Value 50,303 CHF
Average Sell Value 29,434 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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