Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1396290467 |
Valor | 139629046 |
Symbol | ABIJNZ |
Strike | 56.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 14/11/2024 |
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 |
Intrinsic value | 0.23 |
Time value | 0.09 |
Implied volatility | 0.22% |
Leverage | 12.28 |
Delta | 0.67 |
Gamma | 0.06 |
Vega | 0.08 |
Distance to Strike | -2.30 |
Distance to Strike in % | -3.95% |
Average Spread | 4.39% |
Last Best Bid Price | 0.21 CHF |
Last Best Ask Price | 0.22 CHF |
Last Best Bid Volume | 250,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 238,013 |
Average Sell Volume | 238,014 |
Average Buy Value | 52,965 CHF |
Average Sell Value | 55,345 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |