SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.640 | ||||
Diff. absolute / % | 0.04 | +6.25% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1305154036 |
Valor | 130515403 |
Symbol | RMSWRZ |
Strike | 2,389.2833 EUR |
Type | Warrants |
Type | Bear |
Ratio | 497.76 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 25/04/2024 |
Date of maturity | 28/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.55 |
Time value | 0.15 |
Implied volatility | 0.29% |
Leverage | 4.49 |
Delta | -0.74 |
Gamma | 0.00 |
Vega | 5.34 |
Distance to Strike | -275.28 |
Distance to Strike in % | -13.02% |
Average Spread | 1.64% |
Last Best Bid Price | 0.64 CHF |
Last Best Ask Price | 0.65 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 100,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 60,658 CHF |
Average Sell Value | 61,658 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |