Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1396313558 |
Valor | 139631355 |
Symbol | RDC2BZ |
Strike | 120.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 13/01/2025 |
Date of maturity | 05/01/2026 |
Last trading day | 19/12/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.50% |
Leverage | 2.65 |
Delta | -0.34 |
Gamma | 0.00 |
Vega | 0.36 |
Distance to Strike | 3.00 |
Distance to Strike in % | 2.44% |
Average Spread | 6.40% |
Last Best Bid Price | 0.16 CHF |
Last Best Ask Price | 0.17 CHF |
Last Best Bid Volume | 325,000 |
Last Best Ask Volume | 325,000 |
Average Buy Volume | 345,487 |
Average Sell Volume | 345,487 |
Average Buy Value | 52,290 CHF |
Average Sell Value | 55,744 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |