SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.860 | ||||
Diff. absolute / % | 0.01 | +1.06% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1338502805 |
Valor | 133850280 |
Symbol | EMS5JZ |
Strike | 716.6319 CHF |
Type | Warrants |
Type | Bear |
Ratio | 99.53 |
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 | 0.77 |
Time value | 0.08 |
Implied volatility | 0.17% |
Leverage | 6.56 |
Delta | -0.87 |
Gamma | 0.00 |
Vega | 0.73 |
Distance to Strike | -77.13 |
Distance to Strike in % | -12.06% |
Average Spread | 1.08% |
Last Best Bid Price | 0.94 CHF |
Last Best Ask Price | 0.95 CHF |
Last Best Bid Volume | 25,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 25,000 |
Average Sell Volume | 25,000 |
Average Buy Value | 23,063 CHF |
Average Sell Value | 23,313 CHF |
Spreads Availability Ratio | 99.97% |
Quote Availability | 99.97% |