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Name | Put-Warrant |
ISIN | CH1281040761 |
Valor | 128104076 |
Symbol | SMI4GZ |
Strike | 9,600.00 Points |
Type | Warrants |
Type | Bear |
Ratio | 1,000.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 17/11/2023 |
Date of maturity | 27/06/2025 |
Last trading day | 19/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.33% |
Leverage | 22.12 |
Delta | -0.11 |
Gamma | 0.00 |
Vega | 8.89 |
Distance to Strike | 1,966.92 |
Distance to Strike in % | 17.00% |
Average Spread | 10.66% |
Last Best Bid Price | 0.08 CHF |
Last Best Ask Price | 0.09 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 954,948 |
Average Sell Volume | 629,342 |
Average Buy Value | 85,129 CHF |
Average Sell Value | 63,962 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |