Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1371024089 |
Valor | 137102408 |
Symbol | EURZQZ |
Strike | 1.140 USD |
Type | Warrants |
Type | Bull |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 13/09/2024 |
Date of maturity | 27/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.10% |
Leverage | 35.59 |
Delta | 0.27 |
Gamma | 9.10 |
Vega | 0.00 |
Distance to Strike | 0.04 |
Distance to Strike in % | 3.18% |
Average Spread | 16.43% |
Last Best Bid Price | 0.05 CHF |
Last Best Ask Price | 0.06 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 905,354 |
Average Sell Volume | 459,273 |
Average Buy Value | 50,584 CHF |
Average Sell Value | 30,249 CHF |
Spreads Availability Ratio | 99.99% |
Quote Availability | 99.99% |