SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.330 | ||||
Diff. absolute / % | -0.04 | -12.12% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1281044474 |
Valor | 128104447 |
Symbol | PYP50Z |
Strike | 60.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/11/2023 |
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 |
Implied volatility | 0.38% |
Leverage | 6.85 |
Delta | -0.34 |
Gamma | 0.09 |
Vega | 0.09 |
Distance to Strike | 1.17 |
Distance to Strike in % | 1.91% |
Average Spread | 3.05% |
Last Best Bid Price | 0.32 CHF |
Last Best Ask Price | 0.33 CHF |
Last Best Bid Volume | 175,000 |
Last Best Ask Volume | 175,000 |
Average Buy Volume | 171,695 |
Average Sell Volume | 171,695 |
Average Buy Value | 55,467 CHF |
Average Sell Value | 57,184 CHF |
Spreads Availability Ratio | 99.05% |
Quote Availability | 99.05% |