| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
18.12.25
22:00:22 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.730 | ||||
| Diff. absolute / % | -0.27 | -10.71% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1446490364 |
| Valor | 144649036 |
| Symbol | ORC91Z |
| Strike | 250.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 18/06/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 18/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.48% |
| Leverage | 7.58 |
| Delta | 0.33 |
| Gamma | 0.00 |
| Vega | 0.47 |
| Distance to Strike | 66.77 |
| Distance to Strike in % | 36.44% |
| Average Spread | 1.08% |
| Last Best Bid Price | 0.73 CHF |
| Last Best Ask Price | 0.74 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 23,402 |
| Average Sell Volume | 23,402 |
| Average Buy Value | 20,846 CHF |
| Average Sell Value | 21,080 CHF |
| Spreads Availability Ratio | 10.57% |
| Quote Availability | 109.76% |