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Call-Warrant
Symbol:
SPS2OZ
ISIN:
CH1338523306
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.440 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1338523306 |
| Valor | 133852330 |
| Symbol | SPS2OZ |
| Strike | 92.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 09/08/2024 |
| Date of maturity | 06/01/2025 |
| Last trading day | 20/12/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
Key data
| Intrinsic value | 0.36 |
| Time value | 0.06 |
| Implied volatility | 0.21% |
| Leverage | 20.66 |
| Delta | 0.91 |
| Gamma | 0.07 |
| Vega | 0.04 |
| Distance to Strike | -3.55 |
| Distance to Strike in % | -3.72% |
market maker quality Date: 20/11/2024
| Average Spread | 3.03% |
| Last Best Bid Price | 0.32 CHF |
| Last Best Ask Price | 0.33 CHF |
| Last Best Bid Volume | 175,000 |
| Last Best Ask Volume | 175,000 |
| Average Buy Volume | 172,811 |
| Average Sell Volume | 172,813 |
| Average Buy Value | 56,184 CHF |
| Average Sell Value | 57,912 CHF |
| Spreads Availability Ratio | 99.97% |
| Quote Availability | 99.97% |
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