SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.090 | ||||
Diff. absolute / % | -0.03 | -27.78% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305153848 |
Valor | 130515384 |
Symbol | RMSDFZ |
Strike | 2,488.8368 EUR |
Type | Warrants |
Type | Bull |
Ratio | 497.76 |
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 |
Implied volatility | 0.25% |
Leverage | 10.05 |
Delta | 0.15 |
Gamma | 0.00 |
Vega | 3.28 |
Distance to Strike | 374.84 |
Distance to Strike in % | 17.73% |
Average Spread | 10.84% |
Last Best Bid Price | 0.08 CHF |
Last Best Ask Price | 0.09 CHF |
Last Best Bid Volume | 625,000 |
Last Best Ask Volume | 325,000 |
Average Buy Volume | 582,128 |
Average Sell Volume | 324,402 |
Average Buy Value | 50,845 CHF |
Average Sell Value | 31,808 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |