SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.130 | ||||
Diff. absolute / % | -0.02 | -15.38% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268389447 |
Valor | 126838944 |
Symbol | ALLBAZ |
Strike | 160.00 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 | 0.14% |
Leverage | 22.79 |
Delta | 0.29 |
Gamma | 0.05 |
Vega | 0.23 |
Distance to Strike | 4.00 |
Distance to Strike in % | 2.56% |
Average Spread | 8.43% |
Last Best Bid Price | 0.13 CHF |
Last Best Ask Price | 0.14 CHF |
Last Best Bid Volume | 400,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 457,587 |
Average Sell Volume | 457,588 |
Average Buy Value | 51,969 CHF |
Average Sell Value | 56,545 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |