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SIX Swiss Exchange, Structured Products
Valuation CHF 2.03
23.09.19 11:33:55
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Bid 2.03
23.09.19 11:33:55
Ask 2.04
23.09.19 11:33:55
Bid Vol. 1,000,000
Ask Vol. 1,000,000
Open ---
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Close 1.61
16.08.19
Day high ---
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Day low ---
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Value 39'271'058
ISIN CH0392710585
Type Derivative
Maturity 20.12.19
Termsheet
 
New order
Buy
Quantity
Sell Order creation
Detailed product info
Underlying
SMI
Category
Leverage Products
Name
Warrant
Name
Call-Warrant
Style
E
Strike price
9'000.00
Underlying Strike Price 1
9'000.00
Strike currency
CHF
Maturity date
19.12.2019
Ratio
500.00
Subtyp
Call
Issuer
ZŘrcher Kantonalbank
Termsheet
 
Premium
0.25%
Premium PA
1.03%
Break even
10'105.00
Gearing
9.12
Leverage (%)
9.01%
Intrinsic value
Delta
0.99
Days to maturity
89
Spread (%)
0.45%
Spread average in (%)
0.47%
° Turnover CHF
0.00
Gamma
0.00
Rho
21.62
Vega
1.53
Theta 1 day
-0.58
Theta 7 days
-4.03
Listing date
17.01.2018
Exercise date
20.12.2019
Last trading date
19.12.2019
Management fees
Spread
Bid Size °
Ask Size °
Redemption Max
ImplVola Bid
ImplVola Ask
Underlying asset class
Stock
Underlying type
Index
Underlying sector
Underlying
Name SMI (SMI)
Last CHF 9,984.77
23.09.19 11:34:27
Change -72.06 (-0.72%)
Volume ---
Close 31 Dec CHF 0.43
1 Week ---
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4 Weeks ---
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12 Weeks 1.61
16.08.19
1.53
15.08.19
1 Year 1.61
16.08.19
0.67
05.02.19
52 Weeks 1.61
16.08.19
0.43
27.12.18
Info
Name: SIX Swiss Exchange, Structured Products
Domicile: CH
URL: www.six-structured-products.com
Exchange code: 880
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