| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.12.25
16:06:16 |
|
0.030
|
0.040
|
CHF |
| Volume |
75,000
|
75,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.035 | ||||
| Diff. absolute / % | 0.01 | +10.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1396304037 |
| Valor | 139630403 |
| Symbol | SRAWSZ |
| Strike | 20.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 09/12/2024 |
| 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 | 0.28 |
| Gamma | 0.35 |
| Vega | 0.01 |
| Distance to Strike | 0.59 |
| Distance to Strike in % | 3.04% |
| Average Spread | 28.36% |
| Last Best Bid Price | 0.03 CHF |
| Last Best Ask Price | 0.04 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 87,718 |
| Average Sell Volume | 87,718 |
| Average Buy Value | 2,671 CHF |
| Average Sell Value | 3,548 CHF |
| Spreads Availability Ratio | 99.27% |
| Quote Availability | 99.27% |