| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
03:42:04 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 2.640 | ||||
| Diff. absolute / % | 0.11 | +4.17% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1396316262 |
| Valor | 139631626 |
| Symbol | SX51FZ |
| Strike | 6,000.00 Points |
| Type | Warrants |
| Type | Bull |
| Ratio | 200.00 |
| SVSP Code | 2100 |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 22/01/2025 |
| Date of maturity | 29/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 2.11 |
| Time value | 0.64 |
| Implied volatility | 0.18% |
| Leverage | 10.91 |
| Delta | 0.93 |
| Gamma | 0.00 |
| Vega | 4.70 |
| Distance to Strike | -422.06 |
| Distance to Strike in % | -6.57% |
| Average Spread | 0.38% |
| Last Best Bid Price | 2.68 CHF |
| Last Best Ask Price | 2.69 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 50,000 |
| Average Sell Volume | 50,000 |
| Average Buy Value | 132,706 CHF |
| Average Sell Value | 133,206 CHF |
| Spreads Availability Ratio | 99.30% |
| Quote Availability | 99.30% |