SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.260 | ||||
Diff. absolute / % | -0.02 | -7.69% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1281039920 |
Valor | 128103992 |
Symbol | EUR0HZ |
Strike | 0.95 CHF |
Type | Warrants |
Type | Bull |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 09/11/2023 |
Date of maturity | 28/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Leverage | 34.45 |
Delta | 0.85 |
Gamma | 7.26 |
Vega | 0.00 |
Distance to Strike | -0.02 |
Distance to Strike in % | -2.52% |
Average Spread | 3.93% |
Last Best Bid Price | 0.26 CHF |
Last Best Ask Price | 0.27 CHF |
Last Best Bid Volume | 200,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 203,637 |
Average Sell Volume | 203,637 |
Average Buy Value | 50,741 CHF |
Average Sell Value | 52,777 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |