SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.370 | ||||
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 | CH1305143021 |
Valor | 130514302 |
Symbol | AIRVYZ |
Strike | 149.0729 EUR |
Type | Warrants |
Type | Bear |
Ratio | 49.69 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/03/2024 |
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 | 0.33 |
Time value | 0.03 |
Implied volatility | 0.23% |
Leverage | 4.71 |
Delta | -0.64 |
Gamma | 0.01 |
Vega | 0.32 |
Distance to Strike | -16.51 |
Distance to Strike in % | -12.46% |
Average Spread | 2.72% |
Last Best Bid Price | 0.37 CHF |
Last Best Ask Price | 0.38 CHF |
Last Best Bid Volume | 150,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 150,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 54,461 CHF |
Average Sell Value | 55,961 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |