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Put-Warrant
Symbol:
SCHZ5Z
ISIN:
CH1371027264
Issuer:
Zürcher Kantonalbank
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1371027264 |
| Valor | 137102726 |
| Symbol | SCHZ5Z |
| Strike | 240.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 19.91 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 25/09/2024 |
| Date of maturity | 26/09/2025 |
| Last trading day | 19/09/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
Key data
| Implied volatility | 0.27% |
| Leverage | 12.66 |
| Delta | -0.25 |
| Gamma | 0.01 |
| Vega | 0.53 |
| Distance to Strike | 36.00 |
| Distance to Strike in % | 13.04% |
market maker quality Date: 02/05/2025
| Average Spread | 7.60% |
| Last Best Bid Price | 0.13 CHF |
| Last Best Ask Price | 0.14 CHF |
| Last Best Bid Volume | 400,000 |
| Last Best Ask Volume | 400,000 |
| Average Buy Volume | 409,005 |
| Average Sell Volume | 409,005 |
| Average Buy Value | 51,798 CHF |
| Average Sell Value | 55,889 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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