SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.230 | ||||
Diff. absolute / % | -0.05 | -21.74% |
Last Price | 0.290 | Volume | 50,000 | |
Time | 11:12:55 | Date | 23/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338497311 |
Valor | 133849731 |
Symbol | KER47Z |
Strike | 340.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 07/05/2024 |
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 | 0.30% |
Leverage | 8.49 |
Delta | 0.45 |
Gamma | 0.01 |
Vega | 0.83 |
Distance to Strike | 18.70 |
Distance to Strike in % | 5.82% |
Average Spread | 4.13% |
Last Best Bid Price | 0.22 CHF |
Last Best Ask Price | 0.23 CHF |
Last Best Bid Volume | 250,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 219,485 |
Average Sell Volume | 219,485 |
Average Buy Value | 52,033 CHF |
Average Sell Value | 54,228 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |