Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
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 |
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% |
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% |