Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305128360 |
Valor | 130512836 |
Symbol | SPXMIZ |
Strike | 5,400.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 400.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 22/12/2023 |
Date of maturity | 27/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Exempt qualified index |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.23% |
Leverage | 15.45 |
Delta | 0.51 |
Gamma | 0.00 |
Vega | 9.22 |
Distance to Strike | 118.83 |
Distance to Strike in % | 2.25% |
Average Spread | 2.60% |
Last Best Bid Price | 0.45 CHF |
Last Best Ask Price | 0.46 CHF |
Last Best Bid Volume | 63,000 |
Last Best Ask Volume | 63,000 |
Average Buy Volume | 53,124 |
Average Sell Volume | 53,124 |
Average Buy Value | 27,580 CHF |
Average Sell Value | 28,311 CHF |
Spreads Availability Ratio | 99.83% |
Quote Availability | 99.83% |