| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
18.03.26
13:16:10 |
|
0.160
|
0.170
|
CHF |
| Volume |
275,000
|
275,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.150 | ||||
| Diff. absolute / % | 0.02 | +13.33% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1446484037 |
| Valor | 144648403 |
| Symbol | SCHSFZ |
| Strike | 300.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 19.91 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 05/06/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.21% |
| Leverage | 10.26 |
| Delta | 0.12 |
| Gamma | 0.01 |
| Vega | 0.28 |
| Distance to Strike | 26.00 |
| Distance to Strike in % | 9.49% |
| Average Spread | 5.84% |
| Last Best Bid Price | 0.15 CHF |
| Last Best Ask Price | 0.16 CHF |
| Last Best Bid Volume | 275,000 |
| Last Best Ask Volume | 275,000 |
| Average Buy Volume | 258,565 |
| Average Sell Volume | 258,591 |
| Average Buy Value | 43,047 CHF |
| Average Sell Value | 45,637 CHF |
| Spreads Availability Ratio | 99.77% |
| Quote Availability | 99.77% |