| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
09:30:19 |
|
0.010
|
0.020
|
CHF |
| Volume |
1.00 m.
|
250,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.020 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | 0.020 | Volume | 5,000 | |
| Time | 15:14:24 | Date | 03/08/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1446483377 |
| Valor | 144648337 |
| Symbol | SIG6AZ |
| Strike | 18.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 05/06/2025 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.35% |
| Leverage | 103.26 |
| Delta | 0.17 |
| Gamma | 0.11 |
| Vega | 0.01 |
| Distance to Strike | 2.58 |
| Distance to Strike in % | 16.73% |
| Average Spread | 162.51% |
| Last Best Bid Price | 0.01 CHF |
| Last Best Ask Price | 0.02 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 1,000,000 |
| Average Sell Volume | 249,996 |
| Average Buy Value | 2,196 CHF |
| Average Sell Value | 5,000 CHF |
| Spreads Availability Ratio | 99.95% |
| Quote Availability | 99.95% |