Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1414896261 |
Valor | 141489626 |
Symbol | PAHBAZ |
Strike | 32.00 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 | 26/09/2025 |
Last trading day | 19/09/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.35% |
Leverage | 5.51 |
Delta | -0.38 |
Gamma | 0.06 |
Vega | 0.08 |
Distance to Strike | 1.69 |
Distance to Strike in % | 5.02% |
Average Spread | 7.49% |
Last Best Bid Price | 0.25 CHF |
Last Best Ask Price | 0.27 CHF |
Last Best Bid Volume | 200,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 199,541 |
Average Sell Volume | 199,541 |
Average Buy Value | 51,290 CHF |
Average Sell Value | 55,281 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |