Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1281040852 |
Valor | 128104085 |
Symbol | EUR8YZ |
Strike | 0.90 CHF |
Type | Warrants |
Type | Bear |
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 |
Implied volatility | 0.12% |
Leverage | 30.86 |
Delta | -0.23 |
Gamma | 8.11 |
Vega | 0.00 |
Distance to Strike | 0.03 |
Distance to Strike in % | 2.88% |
Average Spread | 14.48% |
Last Best Bid Price | 0.07 CHF |
Last Best Ask Price | 0.08 CHF |
Last Best Bid Volume | 850,000 |
Last Best Ask Volume | 425,000 |
Average Buy Volume | 791,240 |
Average Sell Volume | 403,662 |
Average Buy Value | 50,719 CHF |
Average Sell Value | 29,927 CHF |
Spreads Availability Ratio | 99.77% |
Quote Availability | 99.77% |