| 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 | 0.730 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1415404693 |
| Valor | 141540469 |
| Symbol | SUN9DZ |
| Strike | 140.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 07/04/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.31 |
| Time value | 0.42 |
| Implied volatility | 0.31% |
| Leverage | 6.10 |
| Delta | 0.61 |
| Gamma | 0.02 |
| Vega | 0.39 |
| Distance to Strike | -6.20 |
| Distance to Strike in % | -4.24% |
| Average Spread | 1.34% |
| Last Best Bid Price | 0.69 CHF |
| Last Best Ask Price | 0.70 CHF |
| Last Best Bid Volume | 25,000 |
| Last Best Ask Volume | 25,000 |
| Average Buy Volume | 25,000 |
| Average Sell Volume | 25,000 |
| Average Buy Value | 18,565 CHF |
| Average Sell Value | 18,815 CHF |
| Spreads Availability Ratio | 99.93% |
| Quote Availability | 99.93% |