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Put-Warrant
Symbol:
SGS48Z
ISIN:
CH1305146479
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.02.25
16:37:00 |
|
0.045
|
0.055
|
CHF |
| Volume |
325,000
|
250,000
|
||
Performance
| Closing prev. day | 0.055 | ||||
| Diff. absolute / % | -0.01 | -9.09% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1305146479 |
| Valor | 130514647 |
| Symbol | SGS48Z |
| Strike | 80.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 16.00 |
| 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 |
Key data
| Implied volatility | 0.31% |
| Leverage | 21.52 |
| Delta | -0.18 |
| Gamma | 0.03 |
| Vega | 0.08 |
| Distance to Strike | 8.36 |
| Distance to Strike in % | 9.46% |
market maker quality Date: 04/02/2025
| Average Spread | 16.68% |
| Last Best Bid Price | 0.06 CHF |
| Last Best Ask Price | 0.07 CHF |
| Last Best Bid Volume | 275,000 |
| Last Best Ask Volume | 275,000 |
| Average Buy Volume | 275,438 |
| Average Sell Volume | 275,437 |
| Average Buy Value | 15,141 CHF |
| Average Sell Value | 17,895 CHF |
| Spreads Availability Ratio | 98.39% |
| Quote Availability | 98.39% |
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