SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.770 | ||||
Diff. absolute / % | -0.03 | -3.90% |
Last Price | 0.890 | Volume | 1,000 | |
Time | 10:15:24 | Date | 16/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268390163 |
Valor | 126839016 |
Symbol | GF04EZ |
Strike | 56.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
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 | 0.65 |
Time value | 0.09 |
Implied volatility | 0.34% |
Leverage | 7.80 |
Delta | 0.92 |
Gamma | 0.03 |
Vega | 0.04 |
Distance to Strike | -6.45 |
Distance to Strike in % | -10.33% |
Average Spread | 1.28% |
Last Best Bid Price | 0.76 CHF |
Last Best Ask Price | 0.77 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 75,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 58,227 CHF |
Average Sell Value | 58,977 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |