SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.240 | ||||
Diff. absolute / % | -0.01 | -4.17% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1338508414 |
Valor | 133850841 |
Symbol | CRMA8Z |
Strike | 230.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 05/06/2024 |
Date of maturity | 27/01/2025 |
Last trading day | 17/01/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.36% |
Leverage | 4.96 |
Delta | -0.24 |
Gamma | 0.01 |
Vega | 0.55 |
Distance to Strike | 23.17 |
Distance to Strike in % | 9.15% |
Average Spread | 4.27% |
Last Best Bid Price | 0.23 CHF |
Last Best Ask Price | 0.24 CHF |
Last Best Bid Volume | 225,000 |
Last Best Ask Volume | 225,000 |
Average Buy Volume | 225,526 |
Average Sell Volume | 225,526 |
Average Buy Value | 51,752 CHF |
Average Sell Value | 54,007 CHF |
Spreads Availability Ratio | 99.04% |
Quote Availability | 99.04% |