SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.740 | ||||
Diff. absolute / % | 0.09 | +12.16% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1305143450 |
Valor | 130514345 |
Symbol | PLTNUZ |
Strike | 30.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 4.00 |
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 |
Intrinsic value | 0.58 |
Time value | 0.32 |
Implied volatility | 0.51% |
Leverage | 4.81 |
Delta | -0.62 |
Gamma | 0.08 |
Vega | 0.04 |
Distance to Strike | -2.31 |
Distance to Strike in % | -8.34% |
Average Spread | 1.24% |
Last Best Bid Price | 0.73 CHF |
Last Best Ask Price | 0.74 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 | 60,325 CHF |
Average Sell Value | 61,075 CHF |
Spreads Availability Ratio | 99.00% |
Quote Availability | 99.00% |