SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.340 | ||||
Diff. absolute / % | -0.07 | -5.26% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1281035183 |
Valor | 128103518 |
Symbol | GF0BRZ |
Strike | 52.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/10/2023 |
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 | 1.32 |
Time value | 0.01 |
Implied volatility | 0.54% |
Leverage | 4.60 |
Delta | 0.94 |
Gamma | 0.01 |
Vega | 0.02 |
Distance to Strike | -13.20 |
Distance to Strike in % | -20.25% |
Average Spread | 0.73% |
Last Best Bid Price | 1.33 CHF |
Last Best Ask Price | 1.34 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 50,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 68,446 CHF |
Average Sell Value | 68,946 CHF |
Spreads Availability Ratio | 99.96% |
Quote Availability | 99.96% |