SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.120 | ||||
Diff. absolute / % | 0.03 | +33.33% |
Last Price | 1.040 | Volume | 1,000 | |
Time | 13:46:18 | Date | 14/10/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1281042999 |
Valor | 128104299 |
Symbol | GIVRMZ |
Strike | 4,000.00 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 | 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 |
Implied volatility | 0.21% |
Leverage | 26.21 |
Delta | 0.43 |
Gamma | 0.00 |
Vega | 4.30 |
Distance to Strike | 43.00 |
Distance to Strike in % | 1.09% |
Average Spread | 11.25% |
Last Best Bid Price | 0.09 CHF |
Last Best Ask Price | 0.10 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 609,609 |
Average Sell Volume | 318,104 |
Average Buy Value | 51,166 CHF |
Average Sell Value | 29,966 CHF |
Spreads Availability Ratio | 99.83% |
Quote Availability | 99.83% |