SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
28.10.24
13:35:00 |
0.510
|
0.520
|
CHF | |
Volume |
25,000
|
25,000
|
Closing prev. day | 0.510 | ||||
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 | CH1281050042 |
Valor | 128105004 |
Symbol | UBXX6Z |
Strike | 76.00 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 | 0.48 |
Time value | 0.05 |
Implied volatility | 0.40% |
Leverage | 4.18 |
Delta | -0.67 |
Gamma | 0.02 |
Vega | 0.09 |
Distance to Strike | -9.70 |
Distance to Strike in % | -14.63% |
Average Spread | 1.90% |
Last Best Bid Price | 0.50 CHF |
Last Best Ask Price | 0.51 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 102,077 |
Average Sell Volume | 102,077 |
Average Buy Value | 53,229 CHF |
Average Sell Value | 54,250 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |