Call-Warrant

Symbol: OR0D6Z
Underlyings: L'Oréal S.A.
ISIN: CH1281042262
Issuer:
Zürcher Kantonalbank
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More Product Information

Core Data

Name Call-Warrant
ISIN CH1281042262
Valor 128104226
Symbol OR0D6Z
Strike 460.00 EUR
Type Warrants
Type Bull
Ratio 100.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 20/11/2023
Date of maturity 31/12/2024
Last trading day 20/12/2024
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name L'Oréal S.A.
ISIN FR0000120321
Price 437.675 EUR
Date 30/04/24 23:00
Ratio 100.00

Key data

Delta 0.47
Gamma 0.01
Vega 1.39
Distance to Strike 20.35
Distance to Strike in % 4.63%

market maker quality Date: 29/04/2024

Average Spread 3.67%
Last Best Bid Price 0.26 CHF
Last Best Ask Price 0.27 CHF
Last Best Bid Volume 200,000
Last Best Ask Volume 200,000
Average Buy Volume 200,000
Average Sell Volume 200,000
Average Buy Value 53,549 CHF
Average Sell Value 55,549 CHF
Spreads Availability Ratio 99.90%
Quote Availability 99.90%

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