SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.750 | ||||
Diff. absolute / % | -0.02 | -2.67% |
Last Price | 0.570 | Volume | 1,342 | |
Time | 14:30:27 | Date | 15/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1281050133 |
Valor | 128105013 |
Symbol | FHZ70Z |
Strike | 198.6265 CHF |
Type | Warrants |
Type | Bull |
Ratio | 19.86 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 11/12/2023 |
Date of maturity | 06/01/2025 |
Last trading day | 20/12/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.18 |
Time value | 0.53 |
Implied volatility | 0.24% |
Leverage | 8.32 |
Delta | 0.58 |
Gamma | 0.02 |
Vega | 0.51 |
Distance to Strike | -3.57 |
Distance to Strike in % | -1.77% |
Average Spread | 1.31% |
Last Best Bid Price | 0.75 CHF |
Last Best Ask Price | 0.76 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 75,132 |
Average Sell Volume | 75,132 |
Average Buy Value | 56,956 CHF |
Average Sell Value | 57,707 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |