SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.740 | ||||
Diff. absolute / % | -0.22 | -13.25% |
Last Price | 1.570 | Volume | 1,500 | |
Time | 17:11:00 | Date | 11/11/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1371032066 |
Valor | 137103206 |
Symbol | PLTBFZ |
Strike | 55.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 08/10/2024 |
Date of maturity | 26/09/2025 |
Last trading day | 19/09/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.68 |
Time value | 1.01 |
Implied volatility | 0.58% |
Leverage | 2.66 |
Delta | 0.73 |
Gamma | 0.01 |
Vega | 0.19 |
Distance to Strike | -6.84 |
Distance to Strike in % | -11.06% |
Average Spread | 0.59% |
Last Best Bid Price | 1.61 CHF |
Last Best Ask Price | 1.62 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 75,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 126,425 CHF |
Average Sell Value | 127,175 CHF |
Spreads Availability Ratio | 99.12% |
Quote Availability | 99.12% |