| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.12.25
10:03:34 |
|
0.890
|
0.900
|
CHF |
| Volume |
75,000
|
75,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.920 | ||||
| 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 | CH1446472651 |
| Valor | 144647265 |
| Symbol | SX73LZ |
| Strike | 220.00 Points |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 22/05/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.78 |
| Time value | 0.09 |
| Implied volatility | 0.17% |
| Leverage | 6.34 |
| Delta | 0.88 |
| Gamma | 0.01 |
| Vega | 0.36 |
| Distance to Strike | -31.27 |
| Distance to Strike in % | -12.44% |
| Average Spread | 1.07% |
| 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 | 75,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 69,855 CHF |
| Average Sell Value | 70,605 CHF |
| Spreads Availability Ratio | 10.17% |
| Quote Availability | 108.04% |