| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
30.04.26
19:58:21 |
|
0.075
|
0.085
|
CHF |
| Volume |
675,000
|
350,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.100 | ||||
| Diff. absolute / % | -0.03 | -30.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1446474673 |
| Valor | 144647467 |
| Symbol | PAN7YZ |
| Strike | 210.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/05/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 18/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.48% |
| Leverage | 13.30 |
| Delta | 0.18 |
| Gamma | 0.01 |
| Vega | 0.17 |
| Distance to Strike | 34.40 |
| Distance to Strike in % | 19.59% |
| Average Spread | 11.23% |
| Last Best Bid Price | 0.08 CHF |
| Last Best Ask Price | 0.09 CHF |
| Last Best Bid Volume | 675,000 |
| Last Best Ask Volume | 350,000 |
| Average Buy Volume | 353,929 |
| Average Sell Volume | 178,943 |
| Average Buy Value | 29,504 CHF |
| Average Sell Value | 16,701 CHF |
| Spreads Availability Ratio | 98.79% |
| Quote Availability | 98.79% |