SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.150 | ||||
Diff. absolute / % | 0.01 | +6.67% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1281049564 |
Valor | 128104956 |
Symbol | SCH1OZ |
Strike | 199.1361 CHF |
Type | Warrants |
Type | Bear |
Ratio | 19.91 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 11/12/2023 |
Date of maturity | 06/01/2025 |
Last trading day | 20/12/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.23% |
Leverage | 8.45 |
Delta | -0.12 |
Gamma | 0.01 |
Vega | 0.30 |
Distance to Strike | 29.46 |
Distance to Strike in % | 12.89% |
Average Spread | 6.85% |
Last Best Bid Price | 0.15 CHF |
Last Best Ask Price | 0.16 CHF |
Last Best Bid Volume | 350,000 |
Last Best Ask Volume | 350,000 |
Average Buy Volume | 371,651 |
Average Sell Volume | 371,654 |
Average Buy Value | 52,425 CHF |
Average Sell Value | 56,142 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |