SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.110 | ||||
Diff. absolute / % | -0.01 | -7.69% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1338519312 |
Valor | 133851931 |
Symbol | CRWW1Z |
Strike | 250.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 25/07/2024 |
Date of maturity | 28/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.59% |
Leverage | 1.33 |
Delta | -0.02 |
Gamma | 0.00 |
Vega | 0.10 |
Distance to Strike | 116.28 |
Distance to Strike in % | 31.75% |
Average Spread | 8.54% |
Last Best Bid Price | 0.12 CHF |
Last Best Ask Price | 0.13 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 450,000 |
Average Buy Volume | 488,558 |
Average Sell Volume | 488,558 |
Average Buy Value | 54,784 CHF |
Average Sell Value | 59,669 CHF |
Spreads Availability Ratio | 99.49% |
Quote Availability | 99.49% |