Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1396292422 |
Valor | 139629242 |
Symbol | KERDSZ |
Strike | 240.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 19/11/2024 |
Date of maturity | 30/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.36% |
Leverage | 11.23 |
Delta | 0.21 |
Gamma | 0.00 |
Vega | 0.40 |
Distance to Strike | 65.06 |
Distance to Strike in % | 37.19% |
Average Spread | 9.75% |
Last Best Bid Price | 0.10 CHF |
Last Best Ask Price | 0.11 CHF |
Last Best Bid Volume | 575,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 523,065 |
Average Sell Volume | 434,701 |
Average Buy Value | 51,016 CHF |
Average Sell Value | 47,261 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |