| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.03.26
21:00:11 |
|
0.001
|
0.010
|
CHF |
| Volume |
500,000
|
250,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.010 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1396306818 |
| Valor | 139630681 |
| Symbol | TSLIUZ |
| Strike | 800.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 18/12/2024 |
| Date of maturity | 26/06/2026 |
| Last trading day | 18/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.63% |
| Leverage | 0.01 |
| Delta | 0.00 |
| Gamma | 0.00 |
| Vega | 0.00 |
| Distance to Strike | 402.58 |
| Distance to Strike in % | 101.30% |
| Average Spread | 163.64% |
| Last Best Bid Price | 0.00 CHF |
| Last Best Ask Price | 0.01 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 669,403 |
| Average Sell Volume | 167,103 |
| Average Buy Value | 669 CHF |
| Average Sell Value | 1,671 CHF |
| Spreads Availability Ratio | 98.80% |
| Quote Availability | 98.80% |