| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
26.04.26
14:59:23 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.850 | ||||
| Diff. absolute / % | -0.05 | -5.88% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1414918180 |
| Valor | 141491818 |
| Symbol | GM01RZ |
| Strike | 70.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 26/03/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 18/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.73 |
| Time value | 0.05 |
| Implied volatility | 0.20% |
| Leverage | 8.07 |
| Delta | 0.81 |
| Gamma | 0.03 |
| Vega | 0.08 |
| Distance to Strike | -7.30 |
| Distance to Strike in % | -9.44% |
| Average Spread | 1.18% |
| Last Best Bid Price | 0.84 CHF |
| Last Best Ask Price | 0.85 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 41,874 |
| Average Sell Volume | 41,771 |
| Average Buy Value | 35,401 CHF |
| Average Sell Value | 35,731 CHF |
| Spreads Availability Ratio | 90.67% |
| Quote Availability | 90.67% |