Put-Warrant

Symbol: PSPZFZ
Underlyings: PSP Swiss Property AG
ISIN: CH1305145802
Issuer:
Zürcher Kantonalbank
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 0.075
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Put-Warrant
ISIN CH1305145802
Valor 130514580
Symbol PSPZFZ
Strike 110.00 CHF
Type Warrants
Type Bear
Ratio 10.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 20/03/2024
Date of maturity 28/03/2025
Last trading day 21/03/2025
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name PSP Swiss Property AG
ISIN CH0018294154
Price 124.90 CHF
Date 22/11/24 17:30
Ratio 10.00

Key data

Implied volatility 0.18%
Leverage 7.53
Delta -0.04
Gamma 0.01
Vega 0.06
Distance to Strike 14.60
Distance to Strike in % 11.72%

market maker quality Date: 20/11/2024

Average Spread 13.07%
Last Best Bid Price 0.08 CHF
Last Best Ask Price 0.09 CHF
Last Best Bid Volume 375,000
Last Best Ask Volume 350,000
Average Buy Volume 416,712
Average Sell Volume 366,433
Average Buy Value 29,738 CHF
Average Sell Value 29,868 CHF
Spreads Availability Ratio 99.96%
Quote Availability 99.96%

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