Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1281042692 |
Valor | 128104269 |
Symbol | ZAL1IZ |
Strike | 40.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/11/2023 |
Date of maturity | 06/01/2025 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.59% |
Leverage | 2.60 |
Delta | 0.12 |
Gamma | 0.02 |
Vega | 0.04 |
Distance to Strike | 15.02 |
Distance to Strike in % | 60.13% |
Average Spread | 21.98% |
Last Best Bid Price | 0.04 CHF |
Last Best Ask Price | 0.05 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 990,769 |
Average Sell Volume | 250,000 |
Average Buy Value | 40,169 CHF |
Average Sell Value | 12,634 CHF |
Spreads Availability Ratio | 83.96% |
Quote Availability | 83.96% |