Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1371030904 |
Valor | 137103090 |
Symbol | ABIR2Z |
Strike | 64.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 07/10/2024 |
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 | 0.31% |
Leverage | 16.99 |
Delta | 0.17 |
Gamma | 0.05 |
Vega | 0.05 |
Distance to Strike | 5.70 |
Distance to Strike in % | 9.78% |
Average Spread | 38.29% |
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 | 1,000,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 21,284 CHF |
Average Sell Value | 7,821 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |