SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.060 | ||||
Diff. absolute / % | -0.01 | -8.33% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1305139367 |
Valor | 130513936 |
Symbol | DHEHYZ |
Strike | 22.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/02/2024 |
Date of maturity | 06/01/2025 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.02 |
Time value | 0.04 |
Implied volatility | 1.05% |
Leverage | 1.83 |
Delta | -0.50 |
Gamma | 0.05 |
Vega | 0.05 |
Distance to Strike | -2.00 |
Distance to Strike in % | -10.00% |
Average Spread | 16.67% |
Last Best Bid Price | 0.06 CHF |
Last Best Ask Price | 0.07 CHF |
Last Best Bid Volume | 925,000 |
Last Best Ask Volume | 475,000 |
Average Buy Volume | 919,220 |
Average Sell Volume | 473,073 |
Average Buy Value | 50,557 CHF |
Average Sell Value | 30,750 CHF |
Spreads Availability Ratio | 99.39% |
Quote Availability | 99.39% |