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Call-Warrant
Symbol:
LLYAIZ
ISIN:
CH1305143419
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 | 0.810 | ||||
| Diff. absolute / % | -0.04 | -4.94% | |||
Determined prices
| Last Price | 0.220 | Volume | 10,000 | |
| Time | 09:26:30 | Date | 08/05/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1305143419 |
| Valor | 130514341 |
| Symbol | LLYAIZ |
| Strike | 900.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 11/03/2024 |
| Date of maturity | 27/09/2024 |
| Last trading day | 20/09/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
Key data
| Intrinsic value | 0.49 |
| Time value | 0.30 |
| Implied volatility | 0.29% |
| Leverage | 10.18 |
| Delta | 0.85 |
| Gamma | 0.00 |
| Vega | 0.95 |
| Distance to Strike | -48.79 |
| Distance to Strike in % | -5.14% |
market maker quality Date: 15/07/2024
| Average Spread | 1.20% |
| Last Best Bid Price | 0.81 CHF |
| Last Best Ask Price | 0.82 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 75,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 62,406 CHF |
| Average Sell Value | 63,156 CHF |
| Spreads Availability Ratio | 99.04% |
| Quote Availability | 99.04% |
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