SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
28.10.24
13:35:00 |
1.270
|
1.280
|
CHF | |
Volume |
25,000
|
25,000
|
Closing prev. day | 1.300 | ||||
Diff. absolute / % | -0.03 | -2.31% |
Last Price | 1.300 | Volume | 4,000 | |
Time | 10:37:45 | Date | 25/10/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1281048871 |
Valor | 128104887 |
Symbol | UBX5UZ |
Strike | 92.00 CHF |
Type | Warrants |
Type | Bear |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 11/12/2023 |
Date of maturity | 06/01/2025 |
Last trading day | 20/12/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 1.28 |
Time value | 0.01 |
Implied volatility | 0.51% |
Leverage | 2.28 |
Delta | -0.89 |
Gamma | 0.01 |
Vega | 0.05 |
Distance to Strike | -25.70 |
Distance to Strike in % | -38.76% |
Average Spread | 0.77% |
Last Best Bid Price | 1.26 CHF |
Last Best Ask Price | 1.27 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 49,997 |
Average Sell Volume | 50,000 |
Average Buy Value | 64,331 CHF |
Average Sell Value | 64,835 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |