SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.075 | ||||
Diff. absolute / % | -0.02 | -20.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305151297 |
Valor | 130515129 |
Symbol | RNOTPZ |
Strike | 60.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 11/04/2024 |
Date of maturity | 31/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.34% |
Leverage | 3.59 |
Delta | 0.09 |
Gamma | 0.02 |
Vega | 0.05 |
Distance to Strike | 9.80 |
Distance to Strike in % | 19.52% |
Average Spread | 14.24% |
Last Best Bid Price | 0.07 CHF |
Last Best Ask Price | 0.08 CHF |
Last Best Bid Volume | 775,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 770,969 |
Average Sell Volume | 396,959 |
Average Buy Value | 50,310 CHF |
Average Sell Value | 29,879 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |