Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1250736183 |
Valor | 125073618 |
Symbol | SCMIAZ |
Strike | 640.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/05/2023 |
Date of maturity | 28/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.36% |
Leverage | 5.34 |
Delta | 0.00 |
Gamma | 0.00 |
Vega | 0.02 |
Distance to Strike | 135.50 |
Distance to Strike in % | 26.86% |
Average Spread | 114.86% |
Last Best Bid Price | 0.00 CHF |
Last Best Ask Price | 0.02 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 990,261 |
Average Sell Volume | 250,000 |
Average Buy Value | 4,020 CHF |
Average Sell Value | 3,750 CHF |
Spreads Availability Ratio | 84.47% |
Quote Availability | 84.47% |