| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
19.12.25
14:28:10 |
|
0.550
|
0.560
|
CHF |
| Volume |
100,000
|
100,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.590 | ||||
| Diff. absolute / % | -0.04 | -6.78% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1446483542 |
| Valor | 144648354 |
| Symbol | SPSD6Z |
| Strike | 120.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| 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 | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.17% |
| Leverage | 9.07 |
| Delta | 0.42 |
| Gamma | 0.05 |
| Vega | 0.39 |
| Distance to Strike | 0.50 |
| Distance to Strike in % | 0.42% |
| Average Spread | 1.88% |
| Last Best Bid Price | 0.53 CHF |
| Last Best Ask Price | 0.54 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 | 52,794 CHF |
| Average Sell Value | 53,794 CHF |
| Spreads Availability Ratio | 99.74% |
| Quote Availability | 99.74% |