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Call-Warrant
Symbol:
BN03AZ
ISIN:
CH1305152386
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 | 0.160 | ||||
| Diff. absolute / % | 0.02 | +14.29% | |||
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 | CH1305152386 |
| Valor | 130515238 |
| Symbol | BN03AZ |
| Strike | 64.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 13.33 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 25/04/2024 |
| 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 |
Underlyings
| Name | Danone S.A. |
| ISIN | FR0000120644 |
| Price |
65.15 EUR
|
| Date | 25/11/24 23:00 |
| Ratio | 13.3333 |
Key data
| Intrinsic value | 0.11 |
| Time value | 0.03 |
| Implied volatility | 0.17% |
| Leverage | 26.24 |
| Delta | 0.75 |
| Gamma | 0.14 |
| Vega | 0.05 |
| Distance to Strike | -1.46 |
| Distance to Strike in % | -2.23% |
market maker quality Date: 22/11/2024
| Average Spread | 6.44% |
| Last Best Bid Price | 0.16 CHF |
| Last Best Ask Price | 0.17 CHF |
| Last Best Bid Volume | 325,000 |
| Last Best Ask Volume | 325,000 |
| Average Buy Volume | 348,101 |
| Average Sell Volume | 348,101 |
| Average Buy Value | 52,324 CHF |
| Average Sell Value | 55,805 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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