SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.130 | ||||
Diff. absolute / % | 0.01 | +7.69% |
Last Price | 0.730 | Volume | 1,100 | |
Time | 09:21:05 | Date | 28/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268389611 |
Valor | 126838961 |
Symbol | BAR85Z |
Strike | 1,520.00 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 |
Implied volatility | 0.28% |
Leverage | 22.46 |
Delta | 0.41 |
Gamma | 0.00 |
Vega | 2.33 |
Distance to Strike | 107.00 |
Distance to Strike in % | 7.57% |
Average Spread | 7.52% |
Last Best Bid Price | 0.12 CHF |
Last Best Ask Price | 0.13 CHF |
Last Best Bid Volume | 425,000 |
Last Best Ask Volume | 425,000 |
Average Buy Volume | 404,913 |
Average Sell Volume | 404,913 |
Average Buy Value | 51,885 CHF |
Average Sell Value | 55,934 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |