SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.095 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1396290665 |
Valor | 139629066 |
Symbol | WCH63Z |
Strike | 80.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 14/11/2024 |
Date of maturity | 27/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.40% |
Leverage | 6.15 |
Delta | 0.39 |
Gamma | 0.02 |
Vega | 0.20 |
Distance to Strike | 8.80 |
Distance to Strike in % | 12.36% |
Average Spread | 10.25% |
Last Best Bid Price | 0.09 CHF |
Last Best Ask Price | 0.10 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 551,287 |
Average Sell Volume | 363,231 |
Average Buy Value | 51,036 CHF |
Average Sell Value | 37,672 CHF |
Spreads Availability Ratio | 99.39% |
Quote Availability | 99.39% |