Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268372468 |
Valor | 126837246 |
Symbol | EMSMAZ |
Strike | 795.0347 CHF |
Type | Warrants |
Type | Bull |
Ratio | 397.46 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/06/2023 |
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 | 0.29% |
Leverage | 6.12 |
Delta | 0.05 |
Gamma | 0.00 |
Vega | 0.29 |
Distance to Strike | 72.03 |
Distance to Strike in % | 9.96% |
Average Spread | 66.67% |
Last Best Bid Price | 0.01 CHF |
Last Best Ask Price | 0.02 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 992,632 |
Average Sell Volume | 250,000 |
Average Buy Value | 9,926 CHF |
Average Sell Value | 5,000 CHF |
Spreads Availability Ratio | 84.37% |
Quote Availability | 84.37% |