Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338506053 |
Valor | 133850605 |
Symbol | EURGWZ |
Strike | 0.95 CHF |
Type | Warrants |
Type | Bull |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 27/05/2024 |
Date of maturity | 30/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.06% |
Leverage | 32.62 |
Delta | 0.45 |
Gamma | 6.49 |
Vega | 0.00 |
Distance to Strike | 0.01 |
Distance to Strike in % | 1.07% |
Average Spread | 8.11% |
Last Best Bid Price | 0.11 CHF |
Last Best Ask Price | 0.12 CHF |
Last Best Bid Volume | 475,000 |
Last Best Ask Volume | 475,000 |
Average Buy Volume | 436,005 |
Average Sell Volume | 436,004 |
Average Buy Value | 51,548 CHF |
Average Sell Value | 55,908 CHF |
Spreads Availability Ratio | 99.78% |
Quote Availability | 99.78% |