| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.12.25
11:44:00 |
|
0.570
|
0.580
|
CHF |
| Volume |
100,000
|
100,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.590 | ||||
| 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 | CH1446472685 |
| Valor | 144647268 |
| Symbol | SX7YPZ |
| Strike | 240.00 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 | 0.28 |
| Time value | 0.28 |
| Implied volatility | 0.21% |
| Leverage | 7.75 |
| Delta | 0.69 |
| Gamma | 0.01 |
| Vega | 0.63 |
| Distance to Strike | -11.27 |
| Distance to Strike in % | -4.49% |
| Average Spread | 1.67% |
| Last Best Bid Price | 0.52 CHF |
| Last Best Ask Price | 0.53 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 100,000 |
| Average Sell Volume | 100,000 |
| Average Buy Value | 59,473 CHF |
| Average Sell Value | 60,473 CHF |
| Spreads Availability Ratio | 10.17% |
| Quote Availability | 107.47% |