Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338513224 |
Valor | 133851322 |
Symbol | LXS2ZZ |
Strike | 30.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/06/2024 |
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 | 0.46% |
Leverage | 2.77 |
Delta | 0.09 |
Gamma | 0.04 |
Vega | 0.03 |
Distance to Strike | 6.45 |
Distance to Strike in % | 27.39% |
Average Spread | 28.47% |
Last Best Bid Price | 0.04 CHF |
Last Best Ask Price | 0.05 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 125,000 |
Average Buy Volume | 497,471 |
Average Sell Volume | 125,000 |
Average Buy Value | 15,068 CHF |
Average Sell Value | 5,036 CHF |
Spreads Availability Ratio | 99.39% |
Quote Availability | 99.39% |