SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.350 | ||||
Diff. absolute / % | -0.01 | -2.86% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338517498 |
Valor | 133851749 |
Symbol | TSMI6Z |
Strike | 190.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 12/07/2024 |
Date of maturity | 27/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.47% |
Leverage | 6.76 |
Delta | 0.48 |
Gamma | 0.02 |
Vega | 0.31 |
Distance to Strike | 4.63 |
Distance to Strike in % | 2.50% |
Average Spread | 2.83% |
Last Best Bid Price | 0.34 CHF |
Last Best Ask Price | 0.35 CHF |
Last Best Bid Volume | 150,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 150,543 |
Average Sell Volume | 150,543 |
Average Buy Value | 52,517 CHF |
Average Sell Value | 54,023 CHF |
Spreads Availability Ratio | 98.99% |
Quote Availability | 98.99% |