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 | CH1338511590 |
Valor | 133851159 |
Symbol | VNA8MZ |
Strike | 26.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/06/2024 |
Date of maturity | 27/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.37% |
Leverage | 3.47 |
Delta | -0.17 |
Gamma | 0.04 |
Vega | 0.07 |
Distance to Strike | 5.34 |
Distance to Strike in % | 17.04% |
Average Spread | 6.55% |
Last Best Bid Price | 0.16 CHF |
Last Best Ask Price | 0.17 CHF |
Last Best Bid Volume | 325,000 |
Last Best Ask Volume | 325,000 |
Average Buy Volume | 354,973 |
Average Sell Volume | 354,973 |
Average Buy Value | 52,405 CHF |
Average Sell Value | 55,954 CHF |
Spreads Availability Ratio | 96.92% |
Quote Availability | 96.92% |