Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1305136934 |
Valor | 130513693 |
Symbol | EURIOZ |
Strike | 0.85 CHF |
Type | Warrants |
Type | Bear |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 13/02/2024 |
Date of maturity | 26/09/2025 |
Last trading day | 19/09/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.13% |
Leverage | 6.44 |
Delta | -0.02 |
Gamma | 0.94 |
Vega | 0.00 |
Distance to Strike | 0.09 |
Distance to Strike in % | 9.57% |
Average Spread | 38.40% |
Last Best Bid Price | 0.02 CHF |
Last Best Ask Price | 0.03 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 991,690 |
Average Sell Volume | 250,000 |
Average Buy Value | 21,030 CHF |
Average Sell Value | 7,799 CHF |
Spreads Availability Ratio | 99.78% |
Quote Availability | 99.78% |