| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
29.05.26
22:15:00 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.340 | ||||
| Diff. absolute / % | 0.41 | +120.59% | |||
| Last Price | 0.100 | Volume | 2,800 | |
| Time | 15:16:06 | Date | 28/04/2026 |
| 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 |
| 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 | 0.86% |
| Leverage | 2.98 |
| Delta | 0.09 |
| Gamma | 0.01 |
| Vega | 0.08 |
| Distance to Strike | 34.55 |
| Distance to Strike in % | 16.04% |
| Average Spread | 4.98% |
| Last Best Bid Price | 0.33 CHF |
| Last Best Ask Price | 0.34 CHF |
| Last Best Bid Volume | 150,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 149,924 |
| Average Sell Volume | 149,869 |
| Average Buy Value | 30,585 CHF |
| Average Sell Value | 32,067 CHF |
| Spreads Availability Ratio | 98.57% |
| Quote Availability | 98.57% |