Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
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 |
Delta | 0.15 |
Gamma | 0.01 |
Vega | 0.38 |
Distance to Strike | 40.35 |
Distance to Strike in % | 9.18% |
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% |