| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
19.12.25
14:52:38 |
|
0.045
|
0.055
|
CHF |
| Volume |
500,000
|
125,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.050 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | 0.420 | Volume | 13,000 | |
| Time | 13:14:55 | Date | 14/11/2025 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1414910153 |
| Valor | 141491015 |
| Symbol | COIWAZ |
| Strike | 300.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 28/02/2025 |
| Date of maturity | 26/01/2026 |
| Last trading day | 16/01/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.64% |
| Leverage | 6.96 |
| Delta | 0.06 |
| Gamma | 0.00 |
| Vega | 0.08 |
| Distance to Strike | 60.83 |
| Distance to Strike in % | 25.43% |
| Average Spread | 14.07% |
| Last Best Bid Price | 0.07 CHF |
| Last Best Ask Price | 0.08 CHF |
| Last Best Bid Volume | 725,000 |
| Last Best Ask Volume | 375,000 |
| Average Buy Volume | 312,111 |
| Average Sell Volume | 161,169 |
| Average Buy Value | 21,094 CHF |
| Average Sell Value | 12,505 CHF |
| Spreads Availability Ratio | 12.52% |
| Quote Availability | 102.77% |