Login
Put-Warrant
Symbol:
GBPGAZ
ISIN:
CH1281040944
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
25.11.24
09:21:00 |
|
0.065
|
0.075
|
CHF |
| Volume |
725,000
|
375,000
|
||
Performance
| Closing prev. day | 0.070 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1281040944 |
| Valor | 128104094 |
| Symbol | GBPGAZ |
| Strike | 1.05 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 | 28/03/2025 |
| Last trading day | 21/03/2025 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Implied volatility | 0.13% |
| Leverage | 4.28 |
| Delta | -0.03 |
| Gamma | 1.58 |
| Vega | 0.00 |
| Distance to Strike | 0.07 |
| Distance to Strike in % | 6.22% |
market maker quality Date: 20/11/2024
| Average Spread | 14.67% |
| Last Best Bid Price | 0.07 CHF |
| Last Best Ask Price | 0.08 CHF |
| Last Best Bid Volume | 775,000 |
| Last Best Ask Volume | 400,000 |
| Average Buy Volume | 801,093 |
| Average Sell Volume | 408,636 |
| Average Buy Value | 50,596 CHF |
| Average Sell Value | 29,909 CHF |
| Spreads Availability Ratio | 99.80% |
| Quote Availability | 99.80% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)