SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.260 | ||||
Diff. absolute / % | 0.04 | +15.38% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1305139672 |
Valor | 130513967 |
Symbol | PLTOGZ |
Strike | 25.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 4.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/02/2024 |
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 | 0.59% |
Leverage | 4.93 |
Delta | -0.24 |
Gamma | 0.06 |
Vega | 0.04 |
Distance to Strike | 2.69 |
Distance to Strike in % | 9.71% |
Average Spread | 3.53% |
Last Best Bid Price | 0.25 CHF |
Last Best Ask Price | 0.26 CHF |
Last Best Bid Volume | 200,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 195,592 |
Average Sell Volume | 195,592 |
Average Buy Value | 54,518 CHF |
Average Sell Value | 56,474 CHF |
Spreads Availability Ratio | 99.05% |
Quote Availability | 99.05% |