SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.250 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1338502201 |
Valor | 133850220 |
Symbol | KARG1Z |
Strike | 240.00 CHF |
Type | Warrants |
Type | Bear |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 16/05/2024 |
Date of maturity | 28/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.04 |
Time value | 0.23 |
Implied volatility | 0.32% |
Leverage | 4.58 |
Delta | -0.50 |
Gamma | 0.01 |
Vega | 0.77 |
Distance to Strike | -3.50 |
Distance to Strike in % | -1.48% |
Average Spread | 3.91% |
Last Best Bid Price | 0.25 CHF |
Last Best Ask Price | 0.26 CHF |
Last Best Bid Volume | 200,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 208,464 |
Average Sell Volume | 208,464 |
Average Buy Value | 52,200 CHF |
Average Sell Value | 54,284 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |