SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.085 | ||||
Diff. absolute / % | -0.01 | -11.76% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1281041934 |
Valor | 128104193 |
Symbol | FREQJZ |
Strike | 28.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/11/2023 |
Date of maturity | 06/01/2025 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.31% |
Leverage | 5.47 |
Delta | -0.26 |
Gamma | 0.12 |
Vega | 0.06 |
Distance to Strike | 1.50 |
Distance to Strike in % | 5.08% |
Average Spread | 12.05% |
Last Best Bid Price | 0.09 CHF |
Last Best Ask Price | 0.10 CHF |
Last Best Bid Volume | 625,000 |
Last Best Ask Volume | 325,000 |
Average Buy Volume | 642,641 |
Average Sell Volume | 334,808 |
Average Buy Value | 50,089 CHF |
Average Sell Value | 29,447 CHF |
Spreads Availability Ratio | 99.39% |
Quote Availability | 99.39% |