Call-Warrant

Symbol: EUR1ZZ
Underlyings: Devisen EUR/CHF
ISIN: CH1281040829
Issuer:
Zürcher Kantonalbank

Chart

    
Bid 0.045
    
Ask 0.055
Created with Highcharts 8.0.009:3010:0010:3011:0011:3012:0012:3013:0013:3014:0014:3015:0015:3016:0016:3017:000.030.0350.040.0450.050.0550.06

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 0.055
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1281040829
Valor 128104082
Symbol EUR1ZZ
Strike 0.95 CHF
Type Warrants
Type Bull
Ratio 0.10
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 20/06/2025
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name Devisen EUR/CHF
ISIN EU0009654078
Price 0.92551
Date 16/04/25 07:13
Ratio 0.10

Key data

Implied volatility 0.09%
Leverage 63.59
Delta 0.27
Gamma 8.84
Vega 0.00
Distance to Strike 0.02
Distance to Strike in % 2.52%

market maker quality Date: 14/04/2025

Average Spread 15.34%
Last Best Bid Price 0.05 CHF
Last Best Ask Price 0.06 CHF
Last Best Bid Volume 850,000
Last Best Ask Volume 425,000
Average Buy Volume 832,176
Average Sell Volume 421,350
Average Buy Value 50,116 CHF
Average Sell Value 29,611 CHF
Spreads Availability Ratio 99.72%
Quote Availability 99.72%

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