Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1305147238 |
Valor | 130514723 |
Symbol | ZALRHZ |
Strike | 24.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/03/2024 |
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 | 0.54% |
Leverage | 2.81 |
Delta | -0.37 |
Gamma | 0.05 |
Vega | 0.08 |
Distance to Strike | 0.98 |
Distance to Strike in % | 3.92% |
Average Spread | 7.34% |
Last Best Bid Price | 0.13 CHF |
Last Best Ask Price | 0.14 CHF |
Last Best Bid Volume | 375,000 |
Last Best Ask Volume | 375,000 |
Average Buy Volume | 397,278 |
Average Sell Volume | 397,278 |
Average Buy Value | 52,107 CHF |
Average Sell Value | 56,080 CHF |
Spreads Availability Ratio | 83.97% |
Quote Availability | 83.97% |