SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.910 | ||||
Diff. absolute / % | -0.05 | -5.38% |
Last Price | 0.910 | Volume | 7,200 | |
Time | 15:45:20 | Date | 16/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305145083 |
Valor | 130514508 |
Symbol | LLYTAZ |
Strike | 1,000.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/03/2024 |
Date of maturity | 28/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.32% |
Leverage | 4.92 |
Delta | 0.47 |
Gamma | 0.00 |
Vega | 3.11 |
Distance to Strike | 51.21 |
Distance to Strike in % | 5.40% |
Average Spread | 1.06% |
Last Best Bid Price | 0.93 CHF |
Last Best Ask Price | 0.94 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 | 70,145 CHF |
Average Sell Value | 70,895 CHF |
Spreads Availability Ratio | 99.06% |
Quote Availability | 99.06% |