SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.950 | ||||
Diff. absolute / % | -0.32 | -33.68% |
Last Price | 0.700 | Volume | 2,000 | |
Time | 16:13:41 | Date | 26/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305133162 |
Valor | 130513316 |
Symbol | AVGJ0Z |
Strike | 170.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/01/2024 |
Date of maturity | 27/01/2025 |
Last trading day | 17/01/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.36% |
Leverage | 5.46 |
Delta | 0.55 |
Gamma | 0.01 |
Vega | 0.47 |
Distance to Strike | 2.62 |
Distance to Strike in % | 1.57% |
Average Spread | 2.69% |
Last Best Bid Price | 0.93 CHF |
Last Best Ask Price | 0.95 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 75,100 |
Average Sell Volume | 75,100 |
Average Buy Value | 55,300 CHF |
Average Sell Value | 56,802 CHF |
Spreads Availability Ratio | 86.36% |
Quote Availability | 86.36% |