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Put-Warrant
Symbol:
GF0FYZ
ISIN:
CH1281050364
Issuer:
Zürcher Kantonalbank
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 | 0.060 | ||||
| Diff. absolute / % | 0.01 | +7.69% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1281050364 |
| Valor | 128105036 |
| Symbol | GF0FYZ |
| Strike | 60.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| 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 |
Key data
| Implied volatility | 0.34% |
| Leverage | 35.20 |
| Delta | -0.27 |
| Gamma | 0.03 |
| Vega | 0.06 |
| Distance to Strike | 5.20 |
| Distance to Strike in % | 7.98% |
market maker quality Date: 20/11/2024
| Average Spread | 20.86% |
| Last Best Bid Price | 0.06 CHF |
| Last Best Ask Price | 0.07 CHF |
| Last Best Bid Volume | 200,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 213,408 |
| Average Sell Volume | 213,407 |
| Average Buy Value | 9,166 CHF |
| Average Sell Value | 11,300 CHF |
| Spreads Availability Ratio | 99.96% |
| Quote Availability | 99.96% |
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