Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1414917315 |
Valor | 141491731 |
Symbol | DOC83Z |
Strike | 20.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/03/2025 |
Date of maturity | 05/01/2026 |
Last trading day | 19/12/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 1.09% |
Leverage | 2.75 |
Delta | 0.71 |
Gamma | 0.02 |
Vega | 0.05 |
Distance to Strike | 2.55 |
Distance to Strike in % | 14.61% |
Average Spread | 20.00% |
Last Best Bid Price | 0.05 CHF |
Last Best Ask Price | 0.06 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 45,000 CHF |
Average Sell Value | 13,750 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |