SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
20.12.24
13:04:00 |
0.005
|
0.015
|
CHF | |
Volume |
250,000
|
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 | CH1305134806 |
Valor | 130513480 |
Symbol | TUINHZ |
Strike | 6.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 01/02/2024 |
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 | 0.29% |
Leverage | 22.77 |
Delta | -0.13 |
Gamma | 0.07 |
Vega | 0.02 |
Distance to Strike | 2.45 |
Distance to Strike in % | 28.96% |
Average Spread | 100.00% |
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 | 993,176 |
Average Sell Volume | 250,000 |
Average Buy Value | 4,966 CHF |
Average Sell Value | 3,750 CHF |
Spreads Availability Ratio | 98.16% |
Quote Availability | 98.16% |