| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.020 | ||||
| Diff. absolute / % | -0.01 | -20.00% | |||
| Last Price | 0.045 | Volume | 1,500 | |
| Time | 10:07:44 | Date | 29/10/2025 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1415398689 |
| Valor | 141539868 |
| Symbol | LEOVAZ |
| Strike | 20.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 26/03/2025 |
| Date of maturity | 27/03/2026 |
| Last trading day | 20/03/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Delta | 0.07 |
| Gamma | 0.04 |
| Vega | 0.01 |
| Distance to Strike | 6.36 |
| Distance to Strike in % | 46.63% |
| Average Spread | 41.37% |
| Last Best Bid Price | 0.02 CHF |
| Last Best Ask Price | 0.03 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 1,000,000 |
| Average Sell Volume | 250,000 |
| Average Buy Value | 19,315 CHF |
| Average Sell Value | 7,329 CHF |
| Spreads Availability Ratio | 99.27% |
| Quote Availability | 99.27% |