Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1371027967 |
Valor | 137102796 |
Symbol | CMBWJZ |
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 | 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 |
Intrinsic value | 1.58 |
Time value | 0.06 |
Implied volatility | 0.29% |
Leverage | 5.41 |
Delta | 0.88 |
Gamma | 0.02 |
Vega | 0.11 |
Distance to Strike | -15.80 |
Distance to Strike in % | -15.83% |
Average Spread | 0.60% |
Last Best Bid Price | 1.70 CHF |
Last Best Ask Price | 1.71 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 | 41,889 CHF |
Average Sell Value | 42,139 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |