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Call-Warrant
Symbol:
NESEWZ
ISIN:
CH1396310588
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
10.09.26
15:32:09 |
|
0.240
|
0.249
|
CHF |
| Volume |
225,000
|
75,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
Performance
| Closing prev. day | 0.250 | ||||
| Diff. absolute / % | -0.01 | -4.00% | |||
Determined prices
| Last Price | 0.250 | Volume | 75,000 | |
| Time | 15:34:18 | Date | 10/09/2026 |
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
| Implied volatility | 0.23% |
| Leverage | 12.50 |
| Delta | 0.38 |
| Gamma | 0.05 |
| Vega | 0.15 |
| Distance to Strike | 2.04 |
| Distance to Strike in % | 2.62% |
market maker quality Date: 09/09/2026
| Average Spread | 3.42% |
| Last Best Bid Price | 0.24 CHF |
| Last Best Ask Price | 0.25 CHF |
| Last Best Bid Volume | 225,000 |
| Last Best Ask Volume | 225,000 |
| Average Buy Volume | 187,733 |
| Average Sell Volume | 187,357 |
| Average Buy Value | 54,049 CHF |
| Average Sell Value | 55,813 CHF |
| Spreads Availability Ratio | 99.02% |
| Quote Availability | 99.10% |
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