Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1281040845 |
Valor | 128104084 |
Symbol | SMIR8Z |
Strike | 9,800.00 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 | 0.32% |
Leverage | 23.26 |
Delta | -0.13 |
Gamma | 0.00 |
Vega | 10.36 |
Distance to Strike | 1,766.92 |
Distance to Strike in % | 15.28% |
Average Spread | 9.12% |
Last Best Bid Price | 0.09 CHF |
Last Best Ask Price | 0.10 CHF |
Last Best Bid Volume | 900,000 |
Last Best Ask Volume | 450,000 |
Average Buy Volume | 812,700 |
Average Sell Volume | 767,375 |
Average Buy Value | 85,207 CHF |
Average Sell Value | 88,823 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |