Call-Warrant

Symbol: OR0B6Z
Underlyings: L'Oréal S.A.
ISIN: CH1305137700
Issuer:
Zürcher Kantonalbank
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More Product Information

Core Data

Name Call-Warrant
ISIN CH1305137700
Valor 130513770
Symbol OR0B6Z
Strike 480.00 EUR
Type Warrants
Type Bull
Ratio 100.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 19/02/2024
Date of maturity 28/06/2024
Last trading day 21/06/2024
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 0.15
Gamma 0.01
Vega 0.38
Distance to Strike 40.35
Distance to Strike in % 9.18%

market maker quality Date: 29/04/2024

Average Spread 25.35%
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 1,000,000
Average Sell Volume 250,000
Average Buy Value 34,517 CHF
Average Sell Value 11,129 CHF
Spreads Availability Ratio 99.91%
Quote Availability 99.91%

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