Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305147485 |
Valor | 130514748 |
Symbol | ZALUZZ |
Strike | 24.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/03/2024 |
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 |
Intrinsic value | 0.04 |
Time value | 0.08 |
Implied volatility | 0.70% |
Leverage | 5.36 |
Delta | 0.64 |
Gamma | 0.09 |
Vega | 0.04 |
Distance to Strike | -0.98 |
Distance to Strike in % | -3.92% |
Average Spread | 8.46% |
Last Best Bid Price | 0.11 CHF |
Last Best Ask Price | 0.12 CHF |
Last Best Bid Volume | 475,000 |
Last Best Ask Volume | 475,000 |
Average Buy Volume | 455,087 |
Average Sell Volume | 455,087 |
Average Buy Value | 51,491 CHF |
Average Sell Value | 56,042 CHF |
Spreads Availability Ratio | 83.96% |
Quote Availability | 83.96% |