SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.330 | ||||
Diff. absolute / % | 0.05 | +15.15% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1305148988 |
Valor | 130514898 |
Symbol | PLTPJZ |
Strike | 26.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 4.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 27/03/2024 |
Date of maturity | 27/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.57% |
Leverage | 5.18 |
Delta | -0.31 |
Gamma | 0.07 |
Vega | 0.04 |
Distance to Strike | 1.69 |
Distance to Strike in % | 6.10% |
Average Spread | 2.76% |
Last Best Bid Price | 0.32 CHF |
Last Best Ask Price | 0.33 CHF |
Last Best Bid Volume | 175,000 |
Last Best Ask Volume | 175,000 |
Average Buy Volume | 151,315 |
Average Sell Volume | 151,315 |
Average Buy Value | 53,995 CHF |
Average Sell Value | 55,508 CHF |
Spreads Availability Ratio | 99.04% |
Quote Availability | 99.04% |