SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.410 | ||||
Diff. absolute / % | 0.05 | +12.20% |
Last Price | 0.340 | Volume | 2,400 | |
Time | 09:20:11 | Date | 12/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268390510 |
Valor | 126839051 |
Symbol | DOK4DZ |
Strike | 480.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
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 | 0.39 |
Time value | 0.08 |
Implied volatility | 0.29% |
Leverage | 8.43 |
Delta | 0.76 |
Gamma | 0.01 |
Vega | 0.67 |
Distance to Strike | -39.00 |
Distance to Strike in % | -7.51% |
Average Spread | 2.42% |
Last Best Bid Price | 0.41 CHF |
Last Best Ask Price | 0.42 CHF |
Last Best Bid Volume | 125,000 |
Last Best Ask Volume | 125,000 |
Average Buy Volume | 128,757 |
Average Sell Volume | 128,759 |
Average Buy Value | 52,556 CHF |
Average Sell Value | 53,845 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |