SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.820 | ||||
Diff. absolute / % | -0.07 | -8.54% |
Last Price | 0.960 | Volume | 3,000 | |
Time | 12:31:12 | Date | 11/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338507390 |
Valor | 133850739 |
Symbol | AVGJ7Z |
Strike | 200.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
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 | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.39% |
Leverage | 4.26 |
Delta | 0.39 |
Gamma | 0.01 |
Vega | 0.61 |
Distance to Strike | 32.62 |
Distance to Strike in % | 19.49% |
Average Spread | 1.80% |
Last Best Bid Price | 0.81 CHF |
Last Best Ask Price | 0.82 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 98,205 |
Average Sell Volume | 98,205 |
Average Buy Value | 54,205 CHF |
Average Sell Value | 55,187 CHF |
Spreads Availability Ratio | 86.36% |
Quote Availability | 86.36% |