Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1414917398 |
Valor | 141491739 |
Symbol | LISYLZ |
Strike | 11,600.00 CHF |
Type | Warrants |
Type | Bear |
Ratio | 5,000.00 |
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 | 0.26% |
Leverage | 5.73 |
Delta | -0.41 |
Gamma | 0.00 |
Vega | 39.36 |
Distance to Strike | 360.00 |
Distance to Strike in % | 3.01% |
Average Spread | 5.42% |
Last Best Bid Price | 0.18 CHF |
Last Best Ask Price | 0.19 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 300,000 |
Average Buy Value | 53,901 CHF |
Average Sell Value | 56,901 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |