SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.290 | ||||
Diff. absolute / % | -0.04 | -13.79% |
Last Price | 0.380 | Volume | 18,000 | |
Time | 10:48:18 | Date | 19/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1281042213 |
Valor | 128104221 |
Symbol | SHEVTZ |
Strike | 34.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
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 |
Implied volatility | 0.16% |
Leverage | 12.64 |
Delta | 0.47 |
Gamma | 0.17 |
Vega | 0.09 |
Distance to Strike | 0.51 |
Distance to Strike in % | 1.54% |
Average Spread | 3.49% |
Last Best Bid Price | 0.28 CHF |
Last Best Ask Price | 0.29 CHF |
Last Best Bid Volume | 200,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 194,276 |
Average Sell Volume | 194,276 |
Average Buy Value | 54,680 CHF |
Average Sell Value | 56,623 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |