SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.060 | ||||
Diff. absolute / % | -0.07 | -6.60% |
Last Price | 1.160 | Volume | 25,000 | |
Time | 12:03:45 | Date | 10/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305143815 |
Valor | 130514381 |
Symbol | SPOOAZ |
Strike | 300.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 11/03/2024 |
Date of maturity | 27/01/2025 |
Last trading day | 17/01/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.43% |
Leverage | 4.51 |
Delta | 0.58 |
Gamma | 0.01 |
Vega | 0.83 |
Distance to Strike | 3.68 |
Distance to Strike in % | 1.24% |
Average Spread | 0.99% |
Last Best Bid Price | 1.06 CHF |
Last Best Ask Price | 1.07 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 50,790 |
Average Sell Volume | 50,790 |
Average Buy Value | 51,103 CHF |
Average Sell Value | 51,611 CHF |
Spreads Availability Ratio | 99.06% |
Quote Availability | 99.06% |