SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.020 | ||||
Diff. absolute / % | -0.01 | -20.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1371038360 |
Valor | 137103836 |
Symbol | MRKMAZ |
Strike | 155.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/11/2024 |
Date of maturity | 06/01/2025 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.35% |
Leverage | 12.37 |
Delta | 0.07 |
Gamma | 0.01 |
Vega | 0.05 |
Distance to Strike | 14.20 |
Distance to Strike in % | 10.09% |
Average Spread | 51.58% |
Last Best Bid Price | 0.02 CHF |
Last Best Ask Price | 0.03 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 993,275 |
Average Sell Volume | 250,000 |
Average Buy Value | 14,426 CHF |
Average Sell Value | 6,132 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |