SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.110 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1396287133 |
Valor | 139628713 |
Symbol | SX7NHZ |
Strike | 142.00 Points |
Type | Warrants |
Type | Bear |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 11/11/2024 |
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 |
Intrinsic value | 0.06 |
Time value | 0.07 |
Implied volatility | 0.31% |
Leverage | 16.35 |
Delta | -0.61 |
Gamma | 0.05 |
Vega | 0.14 |
Distance to Strike | -2.38 |
Distance to Strike in % | -1.70% |
Average Spread | 8.44% |
Last Best Bid Price | 0.11 CHF |
Last Best Ask Price | 0.12 CHF |
Last Best Bid Volume | 475,000 |
Last Best Ask Volume | 475,000 |
Average Buy Volume | 454,993 |
Average Sell Volume | 454,993 |
Average Buy Value | 51,644 CHF |
Average Sell Value | 56,194 CHF |
Spreads Availability Ratio | 98.60% |
Quote Availability | 98.60% |