Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338513729 |
Valor | 133851372 |
Symbol | HELDGZ |
Strike | 125.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
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 |
Intrinsic value | 2.37 |
Time value | 0.04 |
Implied volatility | 0.59% |
Leverage | 3.53 |
Delta | 0.99 |
Gamma | 0.00 |
Vega | 0.02 |
Distance to Strike | -47.30 |
Distance to Strike in % | -27.45% |
Average Spread | 0.58% |
Last Best Bid Price | 2.44 CHF |
Last Best Ask Price | 2.45 CHF |
Last Best Bid Volume | 25,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 20,954 |
Average Sell Volume | 20,954 |
Average Buy Value | 51,718 CHF |
Average Sell Value | 51,992 CHF |
Spreads Availability Ratio | 90.49% |
Quote Availability | 90.49% |