SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.130 | ||||
Diff. absolute / % | -0.02 | -11.54% |
Last Price | 0.160 | Volume | 30,000 | |
Time | 09:15:47 | Date | 26/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1281040092 |
Valor | 128104009 |
Symbol | USD3PZ |
Strike | 0.87 CHF |
Type | Warrants |
Type | Bear |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 09/11/2023 |
Date of maturity | 31/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.10% |
Leverage | 10.12 |
Delta | -0.13 |
Gamma | 7.71 |
Vega | 0.00 |
Distance to Strike | 0.03 |
Distance to Strike in % | 2.84% |
Average Spread | 8.00% |
Last Best Bid Price | 0.12 CHF |
Last Best Ask Price | 0.13 CHF |
Last Best Bid Volume | 425,000 |
Last Best Ask Volume | 425,000 |
Average Buy Volume | 425,000 |
Average Sell Volume | 425,000 |
Average Buy Value | 51,000 CHF |
Average Sell Value | 55,250 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |