SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.390 | ||||
Diff. absolute / % | 0.02 | +5.13% |
Last Price | 0.330 | Volume | 2,000 | |
Time | 09:23:51 | Date | 04/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1281035209 |
Valor | 128103520 |
Symbol | GALCGZ |
Strike | 76.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/10/2023 |
Date of maturity | 06/01/2025 |
Last trading day | 20/12/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.02 |
Time value | 0.41 |
Implied volatility | 0.23% |
Leverage | 8.88 |
Delta | 0.49 |
Gamma | 0.08 |
Vega | 0.20 |
Distance to Strike | -0.15 |
Distance to Strike in % | -0.20% |
Average Spread | 2.38% |
Last Best Bid Price | 0.39 CHF |
Last Best Ask Price | 0.40 CHF |
Last Best Bid Volume | 125,000 |
Last Best Ask Volume | 125,000 |
Average Buy Volume | 125,135 |
Average Sell Volume | 125,137 |
Average Buy Value | 51,914 CHF |
Average Sell Value | 53,166 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |