Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1396303898 |
Valor | 139630389 |
Symbol | CMBCGZ |
Strike | 76.00 CHF |
Type | Warrants |
Type | Bear |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 09/12/2024 |
Date of maturity | 05/01/2026 |
Last trading day | 19/12/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.32% |
Leverage | 5.41 |
Delta | -0.10 |
Gamma | 0.01 |
Vega | 0.14 |
Distance to Strike | 23.80 |
Distance to Strike in % | 23.85% |
Average Spread | 6.45% |
Last Best Bid Price | 0.15 CHF |
Last Best Ask Price | 0.16 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 50,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 7,501 CHF |
Average Sell Value | 8,001 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |