SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.065 | ||||
Diff. absolute / % | -0.01 | -15.38% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268389744 |
Valor | 126838974 |
Symbol | BKW31Z |
Strike | 170.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
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 |
Implied volatility | 0.27% |
Leverage | 2.69 |
Delta | 0.02 |
Gamma | 0.01 |
Vega | 0.03 |
Distance to Strike | 19.40 |
Distance to Strike in % | 12.88% |
Average Spread | 15.38% |
Last Best Bid Price | 0.06 CHF |
Last Best Ask Price | 0.07 CHF |
Last Best Bid Volume | 925,000 |
Last Best Ask Volume | 475,000 |
Average Buy Volume | 843,971 |
Average Sell Volume | 432,404 |
Average Buy Value | 50,619 CHF |
Average Sell Value | 30,263 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |