SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.170 | ||||
Diff. absolute / % | -0.01 | -5.56% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305128691 |
Valor | 130512869 |
Symbol | EUR85Z |
Strike | 0.92 CHF |
Type | Warrants |
Type | Bull |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 03/01/2024 |
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 |
Intrinsic value | 0.10 |
Time value | 0.07 |
Implied volatility | 0.05% |
Leverage | 39.04 |
Delta | 0.71 |
Gamma | 14.78 |
Vega | 0.00 |
Distance to Strike | -0.01 |
Distance to Strike in % | -1.10% |
Average Spread | 5.42% |
Last Best Bid Price | 0.17 CHF |
Last Best Ask Price | 0.18 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 294,078 |
Average Sell Volume | 294,078 |
Average Buy Value | 52,784 CHF |
Average Sell Value | 55,725 CHF |
Spreads Availability Ratio | 99.80% |
Quote Availability | 99.80% |