Call-Warrant

Symbol: SX784Z
ISIN: CH1371038006
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 0.050
Diff. absolute / % -0.01 -9.09%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1371038006
Valor 137103800
Symbol SX784Z
Strike 145.00 Points
Type Warrants
Type Bull
Ratio 40.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First Trading Date 29/10/2024
Date of maturity 06/01/2025
Last trading day 20/12/2024
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name EURO STOXX Banks PR Index
ISIN EU0009658426
Price 137.96 Points
Date 26/11/24 17:50
Ratio 40.00

Key data

Implied volatility 0.23%
Leverage 34.59
Delta 0.25
Gamma 0.04
Vega 0.11
Distance to Strike 5.38
Distance to Strike in % 3.85%

market maker quality Date: 25/11/2024

Average Spread 22.87%
Last Best Bid Price 0.04 CHF
Last Best Ask Price 0.05 CHF
Last Best Bid Volume 1,000,000
Last Best Ask Volume 250,000
Average Buy Volume 1,000,000
Average Sell Volume 254,270
Average Buy Value 38,938 CHF
Average Sell Value 12,459 CHF
Spreads Availability Ratio 98.60%
Quote Availability 98.60%

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