Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1281040993 |
Valor | 128104099 |
Symbol | GBPUFZ |
Strike | 1.00 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 | 0.17% |
Leverage | 25.71 |
Delta | -0.09 |
Gamma | 2.47 |
Vega | 0.00 |
Distance to Strike | 0.09 |
Distance to Strike in % | 7.85% |
Average Spread | 19.03% |
Last Best Bid Price | 0.05 CHF |
Last Best Ask Price | 0.06 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 964,789 |
Average Sell Volume | 375,725 |
Average Buy Value | 46,371 CHF |
Average Sell Value | 22,432 CHF |
Spreads Availability Ratio | 99.79% |
Quote Availability | 99.79% |