Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
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 |
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% |
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% |