Call-Warrant

Symbol: SCHPXZ
Underlyings: Schindler PS
ISIN: CH1281049473
Issuer:
Zürcher Kantonalbank
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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 0.430
Diff. absolute / % -0.01 -2.33%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1281049473
Valor 128104947
Symbol SCHPXZ
Strike 238.9633 CHF
Type Warrants
Type Bull
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

Underlyings

Name Schindler PS
ISIN CH0024638196
Price 229.40 CHF
Date 16/07/24 17:30
Ratio 19.9136

Key data

Implied volatility 0.22%
Leverage 10.13
Delta 0.37
Gamma 0.01
Vega 0.56
Distance to Strike 10.36
Distance to Strike in % 4.53%

market maker quality Date: 15/07/2024

Average Spread 2.14%
Last Best Bid Price 0.42 CHF
Last Best Ask Price 0.43 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 57,904 CHF
Average Sell Value 59,154 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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