Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1396303120 |
Valor | 139630312 |
Symbol | LXSFMZ |
Strike | 36.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/12/2024 |
Date of maturity | 05/01/2026 |
Last trading day | 19/12/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.44% |
Leverage | 1.66 |
Delta | 0.06 |
Gamma | 0.02 |
Vega | 0.03 |
Distance to Strike | 12.45 |
Distance to Strike in % | 52.87% |
Average Spread | 25.30% |
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 | 497,483 |
Average Sell Volume | 125,000 |
Average Buy Value | 17,204 CHF |
Average Sell Value | 5,573 CHF |
Spreads Availability Ratio | 99.39% |
Quote Availability | 99.39% |