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Call-Warrant
Symbol:
GBPNNZ
ISIN:
CH1281040977
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.240 | ||||
| Diff. absolute / % | -0.01 | -4.17% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1281040977 |
| Valor | 128104097 |
| Symbol | GBPNNZ |
| Strike | 1.100 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 0.10 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 17/11/2023 |
| Date of maturity | 28/03/2025 |
| Last trading day | 21/03/2025 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Intrinsic value | 0.20 |
| Time value | 0.04 |
| Implied volatility | 0.04% |
| Leverage | 33.81 |
| Delta | 0.72 |
| Gamma | 8.55 |
| Vega | 0.00 |
| Distance to Strike | -0.02 |
| Distance to Strike in % | -1.76% |
market maker quality Date: 20/11/2024
| Average Spread | 4.05% |
| Last Best Bid Price | 0.24 CHF |
| Last Best Ask Price | 0.25 CHF |
| Last Best Bid Volume | 225,000 |
| Last Best Ask Volume | 225,000 |
| Average Buy Volume | 217,206 |
| Average Sell Volume | 217,206 |
| Average Buy Value | 52,563 CHF |
| Average Sell Value | 54,735 CHF |
| Spreads Availability Ratio | 99.80% |
| Quote Availability | 99.80% |
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