| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.04.26
22:00:00 |
|
-
|
109.950
|
CHF |
| Volume |
0
|
300
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.590 | ||||
| Diff. absolute / % | 0.18 | +30.51% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1446489796 |
| Valor | 144648979 |
| Symbol | ORC4XZ |
| Strike | 250.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 18/06/2025 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.52% |
| Leverage | 7.05 |
| Delta | 0.26 |
| Gamma | 0.00 |
| Vega | 0.38 |
| Distance to Strike | 67.30 |
| Distance to Strike in % | 36.84% |
| Average Spread | 1.85% |
| Last Best Bid Price | 0.55 CHF |
| Last Best Ask Price | 0.56 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 56,691 |
| Average Sell Volume | 56,582 |
| Average Buy Value | 30,701 CHF |
| Average Sell Value | 31,205 CHF |
| Spreads Availability Ratio | 95.30% |
| Quote Availability | 95.30% |