| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.04.26
11:24:32 |
|
1.180
|
1.190
|
CHF |
| Volume |
50,000
|
50,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 1.210 | ||||
| Diff. absolute / % | -0.04 | -3.31% | |||
| Last Price | 1.450 | Volume | 250 | |
| Time | 10:22:40 | Date | 03/03/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1446483575 |
| Valor | 144648357 |
| Symbol | SPSQ9Z |
| Strike | 130.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| 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 | Clean |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.81 |
| Time value | 0.40 |
| Implied volatility | 0.24% |
| Leverage | 7.84 |
| Delta | 0.69 |
| Gamma | 0.02 |
| Vega | 0.31 |
| Distance to Strike | -7.80 |
| Distance to Strike in % | -5.66% |
| Average Spread | 0.86% |
| Last Best Bid Price | 1.21 CHF |
| Last Best Ask Price | 1.22 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 50,000 |
| Average Sell Volume | 50,000 |
| Average Buy Value | 58,185 CHF |
| Average Sell Value | 58,685 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |