| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
11.09.26
22:00:00 |
|
0.270
|
-
|
CHF |
| Volume |
1,000
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.330 | ||||
| Diff. absolute / % | 0.01 | +3.03% | |||
| Last Price | 0.330 | Volume | 1,000 | |
| Time | 14:37:14 | Date | 10/09/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1446463056 |
| Valor | 144646305 |
| Symbol | USD6CZ |
| Strike | 0.80 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 0.05 |
| SVSP Code | 2100 |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 30/04/2025 |
| Date of maturity | 28/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.32 |
| Time value | 0.01 |
| Implied volatility | 0.04% |
| Leverage | 33.72 |
| Delta | 0.68 |
| Gamma | 10.14 |
| Vega | 0.00 |
| Distance to Strike | -0.02 |
| Distance to Strike in % | -1.93% |
| Average Spread | 3.35% |
| Last Best Bid Price | 0.29 CHF |
| Last Best Ask Price | 0.30 CHF |
| Last Best Bid Volume | 375,000 |
| Last Best Ask Volume | 375,000 |
| Average Buy Volume | 374,999 |
| Average Sell Volume | 375,000 |
| Average Buy Value | 110,246 CHF |
| Average Sell Value | 113,996 CHF |
| Spreads Availability Ratio | 99.26% |
| Quote Availability | 99.26% |