SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.190 | ||||
Diff. absolute / % | -0.02 | -10.53% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1281039904 |
Valor | 128103990 |
Symbol | EURDDZ |
Strike | 0.96 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 | 31/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.14 |
Time value | 0.03 |
Leverage | 44.79 |
Delta | 0.78 |
Gamma | 11.48 |
Vega | 0.00 |
Distance to Strike | -0.01 |
Distance to Strike in % | -1.49% |
Average Spread | 5.38% |
Last Best Bid Price | 0.19 CHF |
Last Best Ask Price | 0.20 CHF |
Last Best Bid Volume | 275,000 |
Last Best Ask Volume | 275,000 |
Average Buy Volume | 297,503 |
Average Sell Volume | 297,503 |
Average Buy Value | 53,784 CHF |
Average Sell Value | 56,760 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |