Call-Warrant

Symbol: JPYLHZ
Underlyings: Devisen JPY/CHF
ISIN: CH1338512028
Issuer:
Zürcher Kantonalbank
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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 0.130
Diff. absolute / % -0.01 -7.69%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1338512028
Valor 133851202
Symbol JPYLHZ
Strike 0.0057 CHF
Type Warrants
Type Bull
Ratio 0.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First Trading Date 26/06/2024
Date of maturity 31/12/2024
Last trading day 20/12/2024
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name Devisen JPY/CHF
ISIN QT0002750187
Price 0.00565
Date 16/07/24 20:29
Ratio 0.001

Key data

Implied volatility 0.10%
Leverage 21.92
Delta 0.47
Gamma 1,719.22
Vega 0.00
Distance to Strike 0.00
Distance to Strike in % 0.94%

market maker quality Date: 15/07/2024

Average Spread 7.41%
Last Best Bid Price 0.13 CHF
Last Best Ask Price 0.14 CHF
Last Best Bid Volume 400,000
Last Best Ask Volume 400,000
Average Buy Volume 400,000
Average Sell Volume 400,000
Average Buy Value 52,001 CHF
Average Sell Value 56,001 CHF
Spreads Availability Ratio 99.81%
Quote Availability 99.81%

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