SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.460 | ||||
Diff. absolute / % | 0.02 | +4.35% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1338511970 |
Valor | 133851197 |
Symbol | BN01UZ |
Strike | 60.00 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 |
Intrinsic value | 0.16 |
Time value | 0.32 |
Implied volatility | 0.18% |
Leverage | 6.36 |
Delta | -0.52 |
Gamma | 0.04 |
Vega | 0.22 |
Distance to Strike | -1.64 |
Distance to Strike in % | -2.81% |
Average Spread | 2.24% |
Last Best Bid Price | 0.46 CHF |
Last Best Ask Price | 0.47 CHF |
Last Best Bid Volume | 125,000 |
Last Best Ask Volume | 125,000 |
Average Buy Volume | 125,000 |
Average Sell Volume | 125,000 |
Average Buy Value | 55,324 CHF |
Average Sell Value | 56,574 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |