SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.220 | ||||
Diff. absolute / % | -0.02 | -9.09% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1305147840 |
Valor | 130514784 |
Symbol | AIXITZ |
Strike | 24.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/03/2024 |
Date of maturity | 06/01/2025 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.12 |
Time value | 0.08 |
Implied volatility | 0.52% |
Leverage | 2.66 |
Delta | -0.49 |
Gamma | 0.04 |
Vega | 0.06 |
Distance to Strike | -2.38 |
Distance to Strike in % | -11.01% |
Average Spread | 4.38% |
Last Best Bid Price | 0.22 CHF |
Last Best Ask Price | 0.23 CHF |
Last Best Bid Volume | 250,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 241,091 |
Average Sell Volume | 241,091 |
Average Buy Value | 53,789 CHF |
Average Sell Value | 56,200 CHF |
Spreads Availability Ratio | 99.39% |
Quote Availability | 99.39% |