SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.160 | ||||
Diff. absolute / % | -0.02 | -12.50% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1338511392 |
Valor | 133851139 |
Symbol | TUI10Z |
Strike | 6.80 EUR |
Type | Warrants |
Type | Bear |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/06/2024 |
Date of maturity | 06/01/2025 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.44% |
Leverage | 4.30 |
Delta | -0.47 |
Gamma | 0.35 |
Vega | 0.02 |
Distance to Strike | 0.08 |
Distance to Strike in % | 1.13% |
Average Spread | 6.06% |
Last Best Bid Price | 0.15 CHF |
Last Best Ask Price | 0.16 CHF |
Last Best Bid Volume | 325,000 |
Last Best Ask Volume | 325,000 |
Average Buy Volume | 323,985 |
Average Sell Volume | 323,985 |
Average Buy Value | 51,856 CHF |
Average Sell Value | 55,096 CHF |
Spreads Availability Ratio | 99.39% |
Quote Availability | 99.39% |