SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
28.10.24
13:04:00 |
0.035
|
0.045
|
CHF | |
Volume |
1.00 m.
|
250,000
|
Closing prev. day | 0.040 | ||||
Diff. absolute / % | -0.01 | -12.50% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1371022521 |
Valor | 137102252 |
Symbol | ZALEXZ |
Strike | 22.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/09/2024 |
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 | 0.67% |
Leverage | 0.01 |
Delta | -0.00 |
Gamma | 0.00 |
Vega | 0.00 |
Distance to Strike | 6.97 |
Distance to Strike in % | 24.06% |
Average Spread | 25.30% |
Last Best Bid Price | 0.04 CHF |
Last Best Ask Price | 0.05 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 34,580 CHF |
Average Sell Value | 11,145 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |