Call-Warrant

Symbol: SPXM0Z
Underlyings: S&P 500 Index
ISIN: CH1305128352
Issuer:
Zürcher Kantonalbank

Chart

    
Bid 1.190
    
Ask 1.200
Created with Highcharts 8.0.009:3010:0010:3011:0011:3012:0012:3013:0013:3014:0014:3015:0015:3016:0016:3017:001.051.11.151.21.25

More Product Information

Core Data

Name Call-Warrant
ISIN CH1305128352
Valor 130512835
Symbol SPXM0Z
Strike 5,200.00 Points
Type Warrants
Type Bull
Ratio 400.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First Trading Date 22/12/2023
Date of maturity 27/06/2025
Last trading day 20/06/2025
Settlement Type Cash payout
IRS 871m Exempt qualified index
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name S&P 500 Index
ISIN US78378X1072
Price 5,673.4736 Points
Date 02/04/25 19:33
Ratio 400.00

Key data

Intrinsic value 1.03
Time value 0.13
Implied volatility 0.08%
Leverage 10.19
Delta 0.84
Gamma 0.00
Vega 6.28
Distance to Strike -413.23
Distance to Strike in % -7.36%

market maker quality Date: 01/04/2025

Average Spread 0.88%
Last Best Bid Price 1.20 CHF
Last Best Ask Price 1.21 CHF
Last Best Bid Volume 75,000
Last Best Ask Volume 75,000
Average Buy Volume 71,588
Average Sell Volume 71,588
Average Buy Value 80,975 CHF
Average Sell Value 81,691 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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