SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.400 | ||||
Diff. absolute / % | -0.01 | -2.50% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1305146024 |
Valor | 130514602 |
Symbol | FHZQNZ |
Strike | 188.6952 CHF |
Type | Warrants |
Type | Bear |
Ratio | 19.86 |
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 |
Implied volatility | 0.22% |
Leverage | 6.85 |
Delta | -0.28 |
Gamma | 0.01 |
Vega | 0.55 |
Distance to Strike | 13.50 |
Distance to Strike in % | 6.68% |
Average Spread | 2.53% |
Last Best Bid Price | 0.39 CHF |
Last Best Ask Price | 0.40 CHF |
Last Best Bid Volume | 150,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 143,358 |
Average Sell Volume | 143,356 |
Average Buy Value | 55,876 CHF |
Average Sell Value | 57,308 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |