SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.100 | ||||
Diff. absolute / % | -0.01 | -3.85% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305129848 |
Valor | 130512984 |
Symbol | SX77NZ |
Strike | 140.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 10/01/2024 |
Date of maturity | 06/01/2025 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.22% |
Leverage | 26.72 |
Delta | 0.50 |
Gamma | 0.05 |
Vega | 0.14 |
Distance to Strike | 0.38 |
Distance to Strike in % | 0.27% |
Average Spread | 10.71% |
Last Best Bid Price | 0.09 CHF |
Last Best Ask Price | 0.10 CHF |
Last Best Bid Volume | 575,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 576,589 |
Average Sell Volume | 325,233 |
Average Buy Value | 50,975 CHF |
Average Sell Value | 32,236 CHF |
Spreads Availability Ratio | 98.60% |
Quote Availability | 98.60% |