SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.550 | ||||
Diff. absolute / % | -0.01 | -1.82% |
Last Price | 0.570 | Volume | 4,000 | |
Time | 10:30:40 | Date | 10/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338507341 |
Valor | 133850734 |
Symbol | TSM2PZ |
Strike | 220.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 29/05/2024 |
Date of maturity | 27/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.43% |
Leverage | 3.43 |
Delta | 0.40 |
Gamma | 0.01 |
Vega | 0.69 |
Distance to Strike | 34.63 |
Distance to Strike in % | 18.68% |
Average Spread | 1.81% |
Last Best Bid Price | 0.54 CHF |
Last Best Ask Price | 0.55 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 100,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 54,894 CHF |
Average Sell Value | 55,894 CHF |
Spreads Availability Ratio | 98.99% |
Quote Availability | 98.99% |