SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.490 | ||||
Diff. absolute / % | -0.04 | -8.16% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305153608 |
Valor | 130515360 |
Symbol | SU0PJZ |
Strike | 220.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 25/04/2024 |
Date of maturity | 27/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.30 |
Time value | 0.16 |
Implied volatility | 0.30% |
Leverage | 9.99 |
Delta | 0.79 |
Gamma | 0.02 |
Vega | 0.28 |
Distance to Strike | -11.90 |
Distance to Strike in % | -5.13% |
Average Spread | 1.98% |
Last Best Bid Price | 0.48 CHF |
Last Best Ask Price | 0.49 CHF |
Last Best Bid Volume | 125,000 |
Last Best Ask Volume | 125,000 |
Average Buy Volume | 110,983 |
Average Sell Volume | 110,983 |
Average Buy Value | 55,343 CHF |
Average Sell Value | 56,452 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |