SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.800 | ||||
Diff. absolute / % | 0.03 | +4.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338520013 |
Valor | 133852001 |
Symbol | SMIYHZ |
Strike | 12,200.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 500.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 26/07/2024 |
Date of maturity | 25/10/2024 |
Last trading day | 17/10/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.53 |
Time value | 0.28 |
Implied volatility | 0.14% |
Leverage | 20.48 |
Delta | 0.67 |
Gamma | 0.00 |
Vega | 16.46 |
Distance to Strike | -266.43 |
Distance to Strike in % | -2.14% |
Average Spread | 1.37% |
Last Best Bid Price | 0.75 CHF |
Last Best Ask Price | 0.76 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 94,641 |
Average Sell Volume | 94,638 |
Average Buy Value | 68,390 CHF |
Average Sell Value | 69,335 CHF |
Spreads Availability Ratio | 93.40% |
Quote Availability | 93.40% |