| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
30.03.26
13:00:17 |
|
0.900
|
0.910
|
CHF |
| Volume |
75,000
|
75,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.990 | ||||
| Diff. absolute / % | -0.10 | -10.10% | |||
| 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 |
| COSI Product | No |
| 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 |
| Implied volatility | 0.18% |
| Leverage | 12.31 |
| Delta | 0.40 |
| Gamma | 0.00 |
| Vega | 18.08 |
| Distance to Strike | 494.20 |
| Distance to Strike in % | 8.98% |
| Average Spread | 1.12% |
| Last Best Bid Price | 0.89 CHF |
| Last Best Ask Price | 0.90 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 75,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 66,806 CHF |
| Average Sell Value | 67,556 CHF |
| Spreads Availability Ratio | 99.94% |
| Quote Availability | 99.94% |