Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1268370363 |
Valor | 126837036 |
Symbol | METNIZ |
Strike | 285.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 50.00 |
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 | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.63% |
Leverage | 5.79 |
Delta | -0.01 |
Gamma | 0.00 |
Vega | 0.05 |
Distance to Strike | 153.55 |
Distance to Strike in % | 35.01% |
Average Spread | 50.55% |
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 | 982,302 |
Average Sell Volume | 250,000 |
Average Buy Value | 14,665 CHF |
Average Sell Value | 6,264 CHF |
Spreads Availability Ratio | 80.10% |
Quote Availability | 80.10% |