Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1396308269 |
Valor | 139630826 |
Symbol | V0UM1Z |
Strike | 350.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 18/12/2024 |
Date of maturity | 26/01/2026 |
Last trading day | 16/01/2026 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.22% |
Leverage | 7.18 |
Delta | 0.60 |
Gamma | 0.01 |
Vega | 1.10 |
Distance to Strike | 1.44 |
Distance to Strike in % | 0.41% |
Average Spread | 1.53% |
Last Best Bid Price | 0.69 CHF |
Last Best Ask Price | 0.70 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 94,977 |
Average Sell Volume | 94,977 |
Average Buy Value | 61,610 CHF |
Average Sell Value | 62,560 CHF |
Spreads Availability Ratio | 99.46% |
Quote Availability | 99.46% |