SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.990 | ||||
Diff. absolute / % | -0.06 | -6.06% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268391153 |
Valor | 126839115 |
Symbol | PSPQWZ |
Strike | 110.00 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 | 0.80 |
Time value | 0.12 |
Implied volatility | 0.23% |
Leverage | 12.83 |
Delta | 1.00 |
Distance to Strike | -8.00 |
Distance to Strike in % | -6.78% |
Average Spread | 1.02% |
Last Best Bid Price | 0.98 CHF |
Last Best Ask Price | 0.99 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 72,504 |
Average Sell Volume | 72,504 |
Average Buy Value | 70,580 CHF |
Average Sell Value | 71,305 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |