Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268369811 |
Valor | 126836981 |
Symbol | MBGFPZ |
Strike | 80.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 13/06/2023 |
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 |
Implied volatility | 0.24% |
Leverage | 12.67 |
Delta | 0.07 |
Gamma | 0.03 |
Vega | 0.04 |
Distance to Strike | 6.78 |
Distance to Strike in % | 9.26% |
Average Spread | 49.62% |
Last Best Bid Price | 0.02 CHF |
Last Best Ask Price | 0.03 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 983,703 |
Average Sell Volume | 250,000 |
Average Buy Value | 14,900 CHF |
Average Sell Value | 6,298 CHF |
Spreads Availability Ratio | 83.96% |
Quote Availability | 83.96% |