SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.350 | ||||
Diff. absolute / % | 0.11 | +27.50% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338519965 |
Valor | 133851996 |
Symbol | TSMNCZ |
Strike | 165.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/07/2024 |
Date of maturity | 27/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.25 |
Time value | 0.10 |
Implied volatility | 0.31% |
Leverage | 13.57 |
Delta | 0.69 |
Gamma | 0.02 |
Vega | 0.14 |
Distance to Strike | -6.19 |
Distance to Strike in % | -3.62% |
Average Spread | 2.94% |
Last Best Bid Price | 0.40 CHF |
Last Best Ask Price | 0.41 CHF |
Last Best Bid Volume | 150,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 158,948 |
Average Sell Volume | 158,948 |
Average Buy Value | 53,331 CHF |
Average Sell Value | 54,921 CHF |
Spreads Availability Ratio | 96.60% |
Quote Availability | 96.60% |