Call-Warrant

Symbol: EURZSZ
Underlyings: Devisen EUR/CHF
ISIN: CH1281039979
Issuer:
Zürcher Kantonalbank
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 0.045
Diff. absolute / % -0.01 -11.11%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1281039979
Valor 128103997
Symbol EURZSZ
Strike 1.00 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

Underlyings

Name Devisen EUR/CHF
ISIN EU0009654078
Price 0.97423
Date 16/07/24 21:51
Ratio 0.10

Key data

Implied volatility 0.05%
Leverage 53.67
Delta 0.22
Gamma 11.53
Vega 0.00
Distance to Strike 0.03
Distance to Strike in % 2.61%

market maker quality Date: 15/07/2024

Average Spread 21.88%
Last Best Bid Price 0.05 CHF
Last Best Ask Price 0.06 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 40,781 CHF
Average Sell Value 12,695 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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