SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.770 | ||||
Diff. absolute / % | 0.06 | +7.79% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1305139722 |
Valor | 130513972 |
Symbol | PLTEYZ |
Strike | 27.00 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 | 27/01/2025 |
Last trading day | 17/01/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.55% |
Leverage | 3.00 |
Delta | -0.38 |
Gamma | 0.05 |
Vega | 0.07 |
Distance to Strike | 0.69 |
Distance to Strike in % | 2.49% |
Average Spread | 1.23% |
Last Best Bid Price | 0.76 CHF |
Last Best Ask Price | 0.77 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 75,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 60,657 CHF |
Average Sell Value | 61,407 CHF |
Spreads Availability Ratio | 99.05% |
Quote Availability | 99.05% |