SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.700 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.590 | Volume | 5,000 | |
Time | 16:23:50 | Date | 11/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1250735912 |
Valor | 125073591 |
Symbol | HOLVWZ |
Strike | 80.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/05/2023 |
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 | 0.35 |
Time value | 0.34 |
Implied volatility | 0.26% |
Leverage | 7.62 |
Delta | 0.63 |
Gamma | 0.04 |
Vega | 0.20 |
Distance to Strike | -3.52 |
Distance to Strike in % | -4.21% |
Average Spread | 1.43% |
Last Best Bid Price | 0.70 CHF |
Last Best Ask Price | 0.71 CHF |
Last Best Bid Volume | 150,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 152,728 |
Average Sell Volume | 152,728 |
Average Buy Value | 105,808 CHF |
Average Sell Value | 107,336 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |