SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.260 | ||||
Diff. absolute / % | 0.01 | +3.85% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1305153541 |
Valor | 130515354 |
Symbol | GLE3BZ |
Strike | 24.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 25/04/2024 |
Date of maturity | 27/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.09 |
Time value | 0.18 |
Implied volatility | 0.29% |
Leverage | 9.67 |
Delta | -0.55 |
Gamma | 0.17 |
Vega | 0.04 |
Distance to Strike | -0.47 |
Distance to Strike in % | -1.98% |
Average Spread | 3.68% |
Last Best Bid Price | 0.26 CHF |
Last Best Ask Price | 0.27 CHF |
Last Best Bid Volume | 200,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 200,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 53,305 CHF |
Average Sell Value | 55,305 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |