Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338513760 |
Valor | 133851376 |
Symbol | HELIWZ |
Strike | 140.00 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 | 1.62 |
Time value | 0.05 |
Implied volatility | 0.43% |
Leverage | 4.56 |
Delta | 0.88 |
Gamma | 0.01 |
Vega | 0.14 |
Distance to Strike | -32.30 |
Distance to Strike in % | -18.75% |
Average Spread | 0.84% |
Last Best Bid Price | 1.69 CHF |
Last Best Ask Price | 1.70 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 41,590 |
Average Sell Volume | 41,590 |
Average Buy Value | 71,713 CHF |
Average Sell Value | 72,254 CHF |
Spreads Availability Ratio | 90.49% |
Quote Availability | 90.49% |