SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.250 | ||||
Diff. absolute / % | -0.03 | -2.40% |
Last Price | 0.720 | Volume | 10,000 | |
Time | 13:25:26 | Date | 27/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268392599 |
Valor | 126839259 |
Symbol | SUNPAZ |
Strike | 110.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/09/2023 |
Date of maturity | 27/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 1.19 |
Time value | 0.06 |
Implied volatility | 0.44% |
Leverage | 5.17 |
Delta | 0.97 |
Gamma | 0.01 |
Vega | 0.04 |
Distance to Strike | -23.80 |
Distance to Strike in % | -17.79% |
Average Spread | 0.79% |
Last Best Bid Price | 1.24 CHF |
Last Best Ask Price | 1.25 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 50,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 62,660 CHF |
Average Sell Value | 63,160 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |