SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.200 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1281051115 |
Valor | 128105111 |
Symbol | UBIJ3Z |
Strike | 24.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 11/12/2023 |
Date of maturity | 31/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.08 |
Time value | 0.14 |
Implied volatility | 0.63% |
Leverage | 2.80 |
Delta | -0.52 |
Gamma | 0.07 |
Vega | 0.06 |
Distance to Strike | -1.50 |
Distance to Strike in % | -6.67% |
Average Spread | 4.87% |
Last Best Bid Price | 0.20 CHF |
Last Best Ask Price | 0.21 CHF |
Last Best Bid Volume | 250,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 250,800 |
Average Sell Volume | 250,800 |
Average Buy Value | 50,273 CHF |
Average Sell Value | 52,781 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |