| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
09.04.26
15:40:22 |
|
0.220
|
0.230
|
CHF |
| Volume |
250,000
|
250,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.210 | ||||
| Diff. absolute / % | 0.01 | +4.76% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1446492857 |
| Valor | 144649285 |
| Symbol | EURDXZ |
| Strike | 1.20 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 0.05 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 26/06/2025 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.05% |
| Leverage | 46.50 |
| Delta | 0.44 |
| Gamma | 6.44 |
| Vega | 0.00 |
| Distance to Strike | 0.03 |
| Distance to Strike in % | 2.67% |
| Average Spread | 4.37% |
| Last Best Bid Price | 0.22 CHF |
| Last Best Ask Price | 0.23 CHF |
| Last Best Bid Volume | 225,000 |
| Last Best Ask Volume | 225,000 |
| Average Buy Volume | 240,258 |
| Average Sell Volume | 240,255 |
| Average Buy Value | 53,786 CHF |
| Average Sell Value | 56,188 CHF |
| Spreads Availability Ratio | 99.90% |
| Quote Availability | 99.90% |