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Call-Warrant
Symbol:
RNO2UZ
ISIN:
CH1281042338
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.090 | ||||
| Diff. absolute / % | -0.01 | -5.00% | |||
Determined prices
| Last Price | 0.095 | Volume | 100,000 | |
| Time | 13:48:20 | Date | 21/11/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1281042338 |
| Valor | 128104233 |
| Symbol | RNO2UZ |
| Strike | 40.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 20/11/2023 |
| Date of maturity | 31/12/2024 |
| Last trading day | 20/12/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
Underlyings
| Name | Renault S.A. |
| ISIN | FR0000131906 |
| Price |
40.21 EUR
|
| Date | 23/11/24 11:57 |
| Ratio | 20.00 |
Key data
| Intrinsic value | 0.03 |
| Time value | 0.05 |
| Implied volatility | 0.32% |
| Leverage | 16.60 |
| Delta | 0.61 |
| Gamma | 0.20 |
| Vega | 0.04 |
| Distance to Strike | -0.55 |
| Distance to Strike in % | -1.36% |
market maker quality Date: 20/11/2024
| Average Spread | 9.30% |
| Last Best Bid Price | 0.09 CHF |
| Last Best Ask Price | 0.10 CHF |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 496,222 |
| Average Sell Volume | 479,046 |
| Average Buy Value | 50,949 CHF |
| Average Sell Value | 54,145 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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