Put-Warrant

Symbol: VOW5RZ
Underlyings: Volkswagen AG (Vz)
ISIN: CH1281042684
Issuer:
Zürcher Kantonalbank
Trade
The product has expired

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 0.250
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Put-Warrant
ISIN CH1281042684
Valor 128104268
Symbol VOW5RZ
Strike 92.00 EUR
Type Warrants
Type Bear
Ratio 20.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 20/11/2023
Date of maturity 06/01/2025
Last trading day 20/12/2024
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name Volkswagen AG (Vz)
ISIN DE0007664039
Price 89.77 EUR
Date 21/12/24 13:03
Ratio 20.00

Key data

Leverage 21.57
Delta -0.63
Gamma 0.02
Vega 0.28
Distance to Strike -2.86
Distance to Strike in % -3.21%

market maker quality Date: 19/12/2024

Average Spread 5.29%
Last Best Bid Price 0.21 CHF
Last Best Ask Price 0.22 CHF
Last Best Bid Volume 250,000
Last Best Ask Volume 250,000
Average Buy Volume 281,660
Average Sell Volume 281,660
Average Buy Value 51,851 CHF
Average Sell Value 54,668 CHF
Spreads Availability Ratio 98.07%
Quote Availability 98.07%

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