Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338523702 |
Valor | 133852370 |
Symbol | SU0D6Z |
Strike | 240.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 09/08/2024 |
Date of maturity | 27/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.40% |
Leverage | 21.74 |
Delta | 0.15 |
Gamma | 0.01 |
Vega | 0.15 |
Distance to Strike | 31.05 |
Distance to Strike in % | 14.86% |
Average Spread | 17.69% |
Last Best Bid Price | 0.06 CHF |
Last Best Ask Price | 0.07 CHF |
Last Best Bid Volume | 925,000 |
Last Best Ask Volume | 475,000 |
Average Buy Volume | 965,123 |
Average Sell Volume | 461,629 |
Average Buy Value | 49,871 CHF |
Average Sell Value | 28,640 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |