SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.075 | ||||
Diff. absolute / % | -0.01 | -13.33% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1305147873 |
Valor | 130514787 |
Symbol | RNO16Z |
Strike | 42.00 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 | 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 |
Implied volatility | 0.37% |
Leverage | 2.63 |
Delta | -0.07 |
Gamma | 0.02 |
Vega | 0.04 |
Distance to Strike | 8.20 |
Distance to Strike in % | 16.33% |
Average Spread | 14.03% |
Last Best Bid Price | 0.07 CHF |
Last Best Ask Price | 0.08 CHF |
Last Best Bid Volume | 775,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 761,944 |
Average Sell Volume | 393,472 |
Average Buy Value | 50,501 CHF |
Average Sell Value | 30,014 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |