Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338513745 |
Valor | 133851374 |
Symbol | HELU7Z |
Strike | 130.00 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 | 2.12 |
Time value | 0.04 |
Implied volatility | 0.53% |
Leverage | 3.82 |
Delta | 0.96 |
Gamma | 0.00 |
Vega | 0.06 |
Distance to Strike | -42.30 |
Distance to Strike in % | -24.55% |
Average Spread | 0.65% |
Last Best Bid Price | 2.19 CHF |
Last Best Ask Price | 2.20 CHF |
Last Best Bid Volume | 25,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 20,988 |
Average Sell Volume | 20,988 |
Average Buy Value | 46,561 CHF |
Average Sell Value | 46,836 CHF |
Spreads Availability Ratio | 90.49% |
Quote Availability | 90.49% |