SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.240 | ||||
Diff. absolute / % | 0.01 | +4.17% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338517456 |
Valor | 133851745 |
Symbol | V0UAZZ |
Strike | 280.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 12/07/2024 |
Date of maturity | 27/01/2025 |
Last trading day | 17/01/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.19% |
Leverage | 10.09 |
Delta | 0.49 |
Gamma | 0.01 |
Vega | 0.76 |
Distance to Strike | 10.41 |
Distance to Strike in % | 3.86% |
Average Spread | 4.08% |
Last Best Bid Price | 0.24 CHF |
Last Best Ask Price | 0.25 CHF |
Last Best Bid Volume | 225,000 |
Last Best Ask Volume | 225,000 |
Average Buy Volume | 222,698 |
Average Sell Volume | 222,698 |
Average Buy Value | 53,523 CHF |
Average Sell Value | 55,750 CHF |
Spreads Availability Ratio | 98.84% |
Quote Availability | 98.84% |