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Call-Warrant
Symbol:
NESEWZ
ISIN:
CH1396310588
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
05:55:00 |
|
0.370
|
0.640
|
CHF |
| Volume |
10,000
|
20,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
Performance
| Closing prev. day | 0.450 | ||||
| Diff. absolute / % | -0.06 | -13.95% | |||
Determined prices
| Last Price | 0.450 | Volume | 10,000 | |
| Time | 15:53:11 | Date | 03/08/2026 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1396310588 |
| Valor | 139631058 |
| Symbol | NESEWZ |
| Strike | 80.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 03/01/2025 |
| Date of maturity | 29/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
Key data
| Intrinsic value | 0.09 |
| Time value | 0.34 |
| Implied volatility | 0.23% |
| Leverage | 10.16 |
| Delta | 0.54 |
| Gamma | 0.02 |
| Vega | 0.19 |
| Distance to Strike | -0.94 |
| Distance to Strike in % | -1.16% |
market maker quality Date: 31/07/2026
| Average Spread | 2.23% |
| Last Best Bid Price | 0.43 CHF |
| Last Best Ask Price | 0.44 CHF |
| Last Best Bid Volume | 125,000 |
| Last Best Ask Volume | 125,000 |
| Average Buy Volume | 125,000 |
| Average Sell Volume | 124,752 |
| Average Buy Value | 55,441 CHF |
| Average Sell Value | 56,577 CHF |
| Spreads Availability Ratio | 99.85% |
| Quote Availability | 100.00% |
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