SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
20.12.24
13:06:00 |
0.005
|
0.015
|
CHF | |
Volume |
1.00 m.
|
250,000
|
Closing prev. day | 0.015 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1396287786 |
Valor | 139628778 |
Symbol | TUI2TZ |
Strike | 7.90 EUR |
Type | Warrants |
Type | Bear |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 11/11/2024 |
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 |
Implied volatility | 0.05% |
Leverage | 126.16 |
Delta | -0.37 |
Gamma | 0.13 |
Vega | 0.03 |
Distance to Strike | 0.55 |
Distance to Strike in % | 6.46% |
Average Spread | 66.63% |
Last Best Bid Price | 0.01 CHF |
Last Best Ask Price | 0.02 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 993,115 |
Average Sell Volume | 250,000 |
Average Buy Value | 9,943 CHF |
Average Sell Value | 5,003 CHF |
Spreads Availability Ratio | 98.13% |
Quote Availability | 98.13% |