SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.390 | ||||
Diff. absolute / % | -0.14 | -26.92% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1305142916 |
Valor | 130514291 |
Symbol | CRMDXZ |
Strike | 340.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/03/2024 |
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 |
Intrinsic value | 0.06 |
Time value | 0.33 |
Implied volatility | 0.37% |
Leverage | 8.33 |
Delta | -0.48 |
Gamma | 0.01 |
Vega | 0.52 |
Distance to Strike | -2.85 |
Distance to Strike in % | -0.85% |
Average Spread | 2.05% |
Last Best Bid Price | 0.51 CHF |
Last Best Ask Price | 0.52 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 120,751 |
Average Sell Volume | 120,751 |
Average Buy Value | 58,209 CHF |
Average Sell Value | 59,417 CHF |
Spreads Availability Ratio | 99.21% |
Quote Availability | 99.21% |