Call-Warrant

Symbol: HELFNZ
Underlyings: Helvetia Hldg. AG
ISIN: CH1371014809
Issuer:
Zürcher Kantonalbank

Chart

    
Bid 1.900
    
Ask 1.910
Created with Highcharts 8.0.010:0010:3011:0011:3012:0012:3013:0013:3014:0014:3015:0015:3016:0016:3017:001.81.851.91.952

More Product Information

Core Data

Name Call-Warrant
ISIN CH1371014809
Valor 137101480
Symbol HELFNZ
Strike 135.00 CHF
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 21/08/2024
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

Underlyings

Name Helvetia Hldg. AG
ISIN CH0466642201
Price 172.7000 CHF
Date 11/04/25 17:31
Ratio 20.00

Key data

Intrinsic value 1.87
Time value 0.04
Implied volatility 0.47%
Leverage 4.17
Delta 0.92
Gamma 0.01
Vega 0.10
Distance to Strike -37.30
Distance to Strike in % -21.65%

market maker quality Date: 10/04/2025

Average Spread 0.73%
Last Best Bid Price 1.94 CHF
Last Best Ask Price 1.95 CHF
Last Best Bid Volume 50,000
Last Best Ask Volume 50,000
Average Buy Volume 36,158
Average Sell Volume 36,158
Average Buy Value 71,055 CHF
Average Sell Value 71,518 CHF
Spreads Availability Ratio 90.49%
Quote Availability 90.49%

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