SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.090 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.090 | Volume | 12,375 | |
Time | 09:40:51 | Date | 02/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1305151404 |
Valor | 130515140 |
Symbol | HFGRDZ |
Strike | 6.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 11/04/2024 |
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 | 0.01 |
Time value | 0.08 |
Implied volatility | 1.31% |
Leverage | 1.31 |
Delta | -0.40 |
Gamma | 0.12 |
Vega | 0.01 |
Distance to Strike | -0.16 |
Distance to Strike in % | -2.77% |
Average Spread | 10.53% |
Last Best Bid Price | 0.09 CHF |
Last Best Ask Price | 0.10 CHF |
Last Best Bid Volume | 575,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 572,082 |
Average Sell Volume | 299,551 |
Average Buy Value | 51,487 CHF |
Average Sell Value | 29,955 CHF |
Spreads Availability Ratio | 99.39% |
Quote Availability | 99.39% |