SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.340 | ||||
Diff. absolute / % | -0.01 | -2.94% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1305145125 |
Valor | 130514512 |
Symbol | LLYVTZ |
Strike | 800.00 USD |
Type | Warrants |
Type | Bear |
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 | 0.34% |
Leverage | 1.24 |
Delta | -0.04 |
Gamma | 0.00 |
Vega | 0.71 |
Distance to Strike | 148.79 |
Distance to Strike in % | 15.68% |
Average Spread | 3.14% |
Last Best Bid Price | 0.33 CHF |
Last Best Ask Price | 0.34 CHF |
Last Best Bid Volume | 175,000 |
Last Best Ask Volume | 175,000 |
Average Buy Volume | 174,693 |
Average Sell Volume | 174,693 |
Average Buy Value | 54,854 CHF |
Average Sell Value | 56,600 CHF |
Spreads Availability Ratio | 99.05% |
Quote Availability | 99.05% |