Put-Warrant

Symbol: OERLCZ
Underlyings: OC Oerlikon N
ISIN: CH1414917463
Issuer:
Zürcher Kantonalbank

Chart

    
Bid 0.060
    
Ask 0.070
Created with Highcharts 8.0.009:3010:0010:3011:0011:3012:0012:3013:0013:3014:0014:3015:0015:3016:0016:3017:000.0550.060.0650.070.0750.08

More Product Information

Core Data

Name Put-Warrant
ISIN CH1414917463
Valor 141491746
Symbol OERLCZ
Strike 3.60 CHF
Type Warrants
Type Bear
Ratio 5.00
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

Underlyings

Name OC Oerlikon N
ISIN CH0000816824
Price 4.226 CHF
Date 28/03/25 17:31
Ratio 5.00

Key data

Implied volatility 0.46%
Leverage 3.26
Delta -0.25
Gamma 0.30
Vega 0.01
Distance to Strike 0.64
Distance to Strike in % 15.05%

market maker quality Date: 27/03/2025

Average Spread 14.14%
Last Best Bid Price 0.07 CHF
Last Best Ask Price 0.08 CHF
Last Best Bid Volume 200,000
Last Best Ask Volume 200,000
Average Buy Volume 195,964
Average Sell Volume 195,964
Average Buy Value 12,876 CHF
Average Sell Value 14,836 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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