SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.090 | ||||
Diff. absolute / % | -0.01 | -11.11% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1281040852 |
Valor | 128104085 |
Symbol | EUR8YZ |
Strike | 0.90 CHF |
Type | Warrants |
Type | Bear |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 17/11/2023 |
Date of maturity | 27/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.10% |
Leverage | 1.12 |
Delta | -0.01 |
Gamma | 0.65 |
Vega | 0.00 |
Distance to Strike | 0.07 |
Distance to Strike in % | 7.65% |
Average Spread | 11.74% |
Last Best Bid Price | 0.08 CHF |
Last Best Ask Price | 0.09 CHF |
Last Best Bid Volume | 625,000 |
Last Best Ask Volume | 325,000 |
Average Buy Volume | 623,970 |
Average Sell Volume | 323,970 |
Average Buy Value | 50,051 CHF |
Average Sell Value | 29,225 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |