SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.620 | ||||
Diff. absolute / % | -0.02 | -3.23% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1268389785 |
Valor | 126838978 |
Symbol | BKWHDZ |
Strike | 160.00 CHF |
Type | Warrants |
Type | Bear |
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 |
Intrinsic value | 0.47 |
Time value | 0.13 |
Implied volatility | 0.25% |
Leverage | 10.55 |
Delta | -0.84 |
Gamma | 0.03 |
Vega | 0.15 |
Distance to Strike | -9.40 |
Distance to Strike in % | -6.24% |
Average Spread | 1.64% |
Last Best Bid Price | 0.62 CHF |
Last Best Ask Price | 0.63 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 100,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 60,590 CHF |
Average Sell Value | 61,590 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |