Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1371014924 |
Valor | 137101492 |
Symbol | CMB8JZ |
Strike | 84.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
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 |
Intrinsic value | 1.59 |
Time value | 0.04 |
Implied volatility | 0.41% |
Leverage | 5.90 |
Delta | 0.96 |
Gamma | 0.02 |
Vega | 0.03 |
Distance to Strike | -15.75 |
Distance to Strike in % | -15.79% |
Average Spread | 0.65% |
Last Best Bid Price | 1.56 CHF |
Last Best Ask Price | 1.57 CHF |
Last Best Bid Volume | 25,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 25,000 |
Average Sell Volume | 25,000 |
Average Buy Value | 38,380 CHF |
Average Sell Value | 38,630 CHF |
Spreads Availability Ratio | 99.86% |
Quote Availability | 99.86% |