SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.450 | ||||
Diff. absolute / % | -0.02 | -4.44% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305143476 |
Valor | 130514347 |
Symbol | LLYIEZ |
Strike | 1,100.00 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 | 27/01/2025 |
Last trading day | 17/01/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.33% |
Leverage | 2.89 |
Delta | 0.14 |
Gamma | 0.00 |
Vega | 1.48 |
Distance to Strike | 151.21 |
Distance to Strike in % | 15.94% |
Average Spread | 2.16% |
Last Best Bid Price | 0.45 CHF |
Last Best Ask Price | 0.46 CHF |
Last Best Bid Volume | 125,000 |
Last Best Ask Volume | 125,000 |
Average Buy Volume | 125,000 |
Average Sell Volume | 125,000 |
Average Buy Value | 57,300 CHF |
Average Sell Value | 58,550 CHF |
Spreads Availability Ratio | 99.04% |
Quote Availability | 99.04% |