SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.075 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.100 | Volume | 50,000 | |
Time | 10:49:50 | Date | 14/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338505923 |
Valor | 133850592 |
Symbol | JPY6EZ |
Strike | 0.0062 CHF |
Type | Warrants |
Type | Bull |
Ratio | 0.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 27/05/2024 |
Date of maturity | 27/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.11% |
Leverage | 8.17 |
Delta | 0.11 |
Gamma | 563.30 |
Vega | 0.00 |
Distance to Strike | 0.00 |
Distance to Strike in % | 8.91% |
Average Spread | 12.50% |
Last Best Bid Price | 0.08 CHF |
Last Best Ask Price | 0.09 CHF |
Last Best Bid Volume | 675,000 |
Last Best Ask Volume | 350,000 |
Average Buy Volume | 675,000 |
Average Sell Volume | 350,000 |
Average Buy Value | 50,625 CHF |
Average Sell Value | 29,750 CHF |
Spreads Availability Ratio | 99.81% |
Quote Availability | 99.81% |