Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1414896238 |
Valor | 141489623 |
Symbol | PAH8QZ |
Strike | 36.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 29/01/2025 |
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 | 0.17 |
Implied volatility | 0.45% |
Leverage | 5.93 |
Delta | -0.70 |
Gamma | 0.09 |
Vega | 0.05 |
Distance to Strike | -2.31 |
Distance to Strike in % | -6.86% |
Average Spread | 4.34% |
Last Best Bid Price | 0.45 CHF |
Last Best Ask Price | 0.47 CHF |
Last Best Bid Volume | 125,000 |
Last Best Ask Volume | 125,000 |
Average Buy Volume | 125,000 |
Average Sell Volume | 125,000 |
Average Buy Value | 56,405 CHF |
Average Sell Value | 58,905 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |