Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1396295730 |
Valor | 139629573 |
Symbol | ABIHAZ |
Strike | 60.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 25/11/2024 |
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 | 0.24% |
Leverage | 7.65 |
Delta | 0.49 |
Gamma | 0.03 |
Vega | 0.18 |
Distance to Strike | 1.70 |
Distance to Strike in % | 2.92% |
Average Spread | 3.12% |
Last Best Bid Price | 0.31 CHF |
Last Best Ask Price | 0.32 CHF |
Last Best Bid Volume | 175,000 |
Last Best Ask Volume | 175,000 |
Average Buy Volume | 175,000 |
Average Sell Volume | 175,000 |
Average Buy Value | 55,162 CHF |
Average Sell Value | 56,912 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |