Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1268367104 |
Valor | 126836710 |
Symbol | OR036Z |
Strike | 400.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 05/06/2023 |
Date of maturity | 28/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Delta | -0.10 |
Gamma | 0.00 |
Vega | 0.28 |
Distance to Strike | 39.65 |
Distance to Strike in % | 9.02% |
Average Spread | 27.47% |
Last Best Bid Price | 0.04 CHF |
Last Best Ask Price | 0.05 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 31,549 CHF |
Average Sell Value | 10,387 CHF |
Spreads Availability Ratio | 99.90% |
Quote Availability | 99.90% |