Call-Warrant

Symbol: EURBQZ
Underlyings: Devisen EUR/USD
ISIN: CH1268382376
Issuer:
Zürcher Kantonalbank
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More Product Information

Core Data

Name Call-Warrant
ISIN CH1268382376
Valor 126838237
Symbol EURBQZ
Strike 1.120 USD
Type Warrants
Type Bull
Ratio 0.10
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First Trading Date 10/08/2023
Date of maturity 28/06/2024
Last trading day 21/06/2024
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name Devisen EUR/USD
ISIN EU0009652759
Price 1.07 USD
Date 26/04/24 22:10
Ratio 0.10

Key data

Implied volatility 0.08%
Leverage 163.47
Delta 0.06
Gamma 4.51
Vega 0.00
Distance to Strike 0.05
Distance to Strike in % 4.78%

market maker quality Date: 25/04/2024

Average Spread 103.11%
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 993,051
Average Sell Volume 250,000
Average Buy Value 4,768 CHF
Average Sell Value 3,744 CHF
Spreads Availability Ratio 84.43%
Quote Availability 84.43%

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