SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.160 | ||||
Diff. absolute / % | -0.01 | -5.88% |
Last Price | 0.160 | Volume | 8,000 | |
Time | 16:03:55 | Date | 16/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338512507 |
Valor | 133851250 |
Symbol | UBI8AZ |
Strike | 25.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/06/2024 |
Date of maturity | 27/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.45% |
Leverage | 3.84 |
Delta | 0.51 |
Gamma | 0.04 |
Vega | 0.09 |
Distance to Strike | 2.50 |
Distance to Strike in % | 11.11% |
Average Spread | 6.07% |
Last Best Bid Price | 0.16 CHF |
Last Best Ask Price | 0.17 CHF |
Last Best Bid Volume | 325,000 |
Last Best Ask Volume | 325,000 |
Average Buy Volume | 325,505 |
Average Sell Volume | 325,505 |
Average Buy Value | 51,972 CHF |
Average Sell Value | 55,227 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |