| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.200 | ||||
| Diff. absolute / % | 0.07 | +77.78% | |||
| Last Price | 0.090 | Volume | 50,000 | |
| Time | 14:45:11 | Date | 17/12/2025 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1371042800 |
| Valor | 137104280 |
| Symbol | BAEA0Z |
| Strike | 60.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 05/11/2024 |
| 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 |
| Delta | 0.56 |
| Gamma | 0.03 |
| Vega | 0.23 |
| Distance to Strike | -2.26 |
| Distance to Strike in % | -3.63% |
| Average Spread | 12.22% |
| Last Best Bid Price | 0.09 CHF |
| Last Best Ask Price | 0.10 CHF |
| Last Best Bid Volume | 575,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 660,956 |
| Average Sell Volume | 359,977 |
| Average Buy Value | 50,740 CHF |
| Average Sell Value | 31,653 CHF |
| Spreads Availability Ratio | 99.75% |
| Quote Availability | 99.75% |