Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1396298429 |
Valor | 139629842 |
Symbol | PAHHTZ |
Strike | 36.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 25/11/2024 |
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 |
Implied volatility | 0.38% |
Leverage | 10.81 |
Delta | 0.37 |
Gamma | 0.17 |
Vega | 0.04 |
Distance to Strike | 0.71 |
Distance to Strike in % | 2.01% |
Average Spread | 4.10% |
Last Best Bid Price | 0.24 CHF |
Last Best Ask Price | 0.25 CHF |
Last Best Bid Volume | 200,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 220,360 |
Average Sell Volume | 220,359 |
Average Buy Value | 52,600 CHF |
Average Sell Value | 54,803 CHF |
Spreads Availability Ratio | 80.74% |
Quote Availability | 80.74% |