SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.010 | ||||
Diff. absolute / % | -0.01 | -90.00% |
Last Price | 0.020 | Volume | 100,000 | |
Time | 14:49:03 | Date | 18/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1281049523 |
Valor | 128104952 |
Symbol | DOC5XZ |
Strike | 80.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 11/12/2023 |
Date of maturity | 27/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.94% |
Leverage | 48.41 |
Delta | 0.10 |
Gamma | 0.01 |
Vega | 0.04 |
Distance to Strike | 32.84 |
Distance to Strike in % | 69.64% |
Average Spread | 146.86% |
Last Best Bid Price | 0.00 CHF |
Last Best Ask Price | 0.01 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 2,052 CHF |
Average Sell Value | 2,938 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |