Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1371020848 |
Valor | 137102084 |
Symbol | EVT5PZ |
Strike | 8.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/09/2024 |
Date of maturity | 27/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 1.48% |
Leverage | 3.80 |
Delta | 0.39 |
Gamma | 0.21 |
Vega | 0.01 |
Distance to Strike | 0.78 |
Distance to Strike in % | 10.83% |
Average Spread | 49.08% |
Last Best Bid Price | 0.02 CHF |
Last Best Ask Price | 0.03 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 995,521 |
Average Sell Volume | 250,000 |
Average Buy Value | 15,395 CHF |
Average Sell Value | 6,365 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |