| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
07.10.26
12:04:30 |
|
0.700
|
0.710
|
CHF |
| Volume |
125,000
|
125,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.730 | ||||
| Diff. absolute / % | -0.04 | -5.48% | |||
| Last Price | 1.350 | Volume | 200 | |
| Time | 12:40:45 | Date | 31/07/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1446473733 |
| Valor | 144647373 |
| Symbol | SLHY6Z |
| Strike | 840.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/05/2025 |
| Date of maturity | 29/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.53 |
| Time value | 0.15 |
| Implied volatility | 0.27% |
| Leverage | 11.14 |
| Delta | 0.85 |
| Gamma | 0.01 |
| Vega | 0.85 |
| Distance to Strike | -53.40 |
| Distance to Strike in % | -5.98% |
| Average Spread | 1.32% |
| Last Best Bid Price | 0.72 CHF |
| Last Best Ask Price | 0.73 CHF |
| Last Best Bid Volume | 125,000 |
| Last Best Ask Volume | 125,000 |
| Average Buy Volume | 125,000 |
| Average Sell Volume | 125,000 |
| Average Buy Value | 93,896 CHF |
| Average Sell Value | 95,146 CHF |
| Spreads Availability Ratio | 99.72% |
| Quote Availability | 99.72% |