SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.460 | ||||
Diff. absolute / % | -0.01 | -0.68% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1281042965 |
Valor | 128104296 |
Symbol | GIV0BZ |
Strike | 3,600.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 500.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/11/2023 |
Date of maturity | 27/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 1.39 |
Time value | 0.06 |
Implied volatility | 0.36% |
Leverage | 5.93 |
Delta | 1.00 |
Distance to Strike | -696.00 |
Distance to Strike in % | -16.20% |
Average Spread | 0.64% |
Last Best Bid Price | 1.45 CHF |
Last Best Ask Price | 1.46 CHF |
Last Best Bid Volume | 150,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 150,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 234,457 CHF |
Average Sell Value | 235,957 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |