SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 2.030 | ||||
Diff. absolute / % | 0.12 | +6.38% |
Last Price | 1.750 | Volume | 10,000 | |
Time | 16:00:12 | Date | 11/11/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1371022091 |
Valor | 137102209 |
Symbol | PLT8XZ |
Strike | 45.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/09/2024 |
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 |
Intrinsic value | 1.68 |
Time value | 0.29 |
Implied volatility | 0.48% |
Leverage | 2.51 |
Delta | 0.80 |
Gamma | 0.01 |
Vega | 0.13 |
Distance to Strike | -16.84 |
Distance to Strike in % | -27.23% |
Average Spread | 0.51% |
Last Best Bid Price | 1.87 CHF |
Last Best Ask Price | 1.88 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 50,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 97,840 CHF |
Average Sell Value | 98,340 CHF |
Spreads Availability Ratio | 99.03% |
Quote Availability | 99.03% |