SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.400 | ||||
Diff. absolute / % | -0.01 | -2.50% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338516177 |
Valor | 133851617 |
Symbol | TSMH6Z |
Strike | 250.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 09/07/2024 |
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 | 0.45% |
Leverage | 2.98 |
Delta | 0.25 |
Gamma | 0.01 |
Vega | 0.57 |
Distance to Strike | 64.63 |
Distance to Strike in % | 34.87% |
Average Spread | 2.49% |
Last Best Bid Price | 0.39 CHF |
Last Best Ask Price | 0.40 CHF |
Last Best Bid Volume | 150,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 130,517 |
Average Sell Volume | 130,517 |
Average Buy Value | 51,787 CHF |
Average Sell Value | 53,092 CHF |
Spreads Availability Ratio | 98.99% |
Quote Availability | 98.99% |