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Call-Warrant
Symbol:
XAUS1Z
ISIN:
CH1281037858
Issuer:
Zürcher Kantonalbank
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 | 1.820 | ||||
| Diff. absolute / % | 0.14 | +8.24% | |||
Determined prices
| Last Price | 2.360 | Volume | 20,000 | |
| Time | 11:15:51 | Date | 22/05/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1281037858 |
| Valor | 128103785 |
| Symbol | XAUS1Z |
| Strike | 2,200.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 07/11/2023 |
| Date of maturity | 01/10/2024 |
| Last trading day | 24/09/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
Key data
| Intrinsic value | 1.64 |
| Time value | 0.23 |
| Implied volatility | 0.14% |
| Leverage | 11.65 |
| Delta | 0.92 |
| Gamma | 0.00 |
| Vega | 1.40 |
| Distance to Strike | -163.67 |
| Distance to Strike in % | -6.92% |
market maker quality Date: 25/07/2024
| Average Spread | 0.57% |
| Last Best Bid Price | 1.69 CHF |
| Last Best Ask Price | 1.70 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 49,403 |
| Average Sell Volume | 49,403 |
| Average Buy Value | 85,754 CHF |
| Average Sell Value | 86,248 CHF |
| Spreads Availability Ratio | 98.97% |
| Quote Availability | 98.97% |
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