SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.240 | ||||
Diff. absolute / % | -0.11 | -8.87% |
Last Price | 0.920 | Volume | 2,100 | |
Time | 16:56:50 | Date | 05/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305135795 |
Valor | 130513579 |
Symbol | PLTXBZ |
Strike | 25.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 4.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/02/2024 |
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 | 0.67 |
Time value | 0.36 |
Implied volatility | 0.54% |
Leverage | 5.11 |
Delta | 0.76 |
Gamma | 0.06 |
Vega | 0.04 |
Distance to Strike | -2.69 |
Distance to Strike in % | -9.71% |
Average Spread | 0.87% |
Last Best Bid Price | 1.24 CHF |
Last Best Ask Price | 1.25 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 50,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 56,982 CHF |
Average Sell Value | 57,482 CHF |
Spreads Availability Ratio | 95.82% |
Quote Availability | 95.82% |