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Put-Warrant
Symbol:
SIGPFZ
ISIN:
CH1338510907
Issuer:
Zürcher Kantonalbank
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1338510907 |
| Valor | 133851090 |
| Symbol | SIGPFZ |
| Strike | 16.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 26/06/2024 |
| Date of maturity | 27/06/2025 |
| Last trading day | 20/06/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
Key data
| Intrinsic value | 0.13 |
| Time value | 0.09 |
| Implied volatility | 0.33% |
| Leverage | 8.88 |
| Delta | -0.64 |
| Gamma | 0.22 |
| Vega | 0.02 |
| Distance to Strike | -0.64 |
| Distance to Strike in % | -4.17% |
market maker quality Date: 29/04/2025
| Average Spread | 6.14% |
| Last Best Bid Price | 0.17 CHF |
| Last Best Ask Price | 0.18 CHF |
| Last Best Bid Volume | 125,000 |
| Last Best Ask Volume | 125,000 |
| Average Buy Volume | 125,000 |
| Average Sell Volume | 125,000 |
| Average Buy Value | 19,786 CHF |
| Average Sell Value | 21,036 CHF |
| Spreads Availability Ratio | 99.86% |
| Quote Availability | 99.86% |
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