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Call-Warrant
Symbol:
CMBSWZ
ISIN:
CH1371014999
Issuer:
Zürcher Kantonalbank
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1371014999 |
| Valor | 137101499 |
| Symbol | CMBSWZ |
| Strike | 88.00 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 |
Key data
| Intrinsic value | 1.18 |
| Time value | 0.06 |
| Implied volatility | 0.34% |
| Leverage | 7.47 |
| Delta | 0.92 |
| Gamma | 0.02 |
| Vega | 0.05 |
| Distance to Strike | -11.80 |
| Distance to Strike in % | -11.82% |
market maker quality Date: 30/04/2025
| Average Spread | 0.84% |
| Last Best Bid Price | 1.21 CHF |
| Last Best Ask Price | 1.22 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 | 29,780 CHF |
| Average Sell Value | 30,030 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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