| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
10:37:17 |
|
7.390
|
7.400
|
CHF |
| Volume |
13,000
|
13,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 6.510 | ||||
| Diff. absolute / % | 0.89 | +13.67% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1463106513 |
| Valor | 146310651 |
| Symbol | MRV90Z |
| Strike | 130.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 01/07/2025 |
| 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 |
| Intrinsic value | 7.10 |
| Time value | 0.32 |
| Implied volatility | 0.45% |
| Leverage | 3.75 |
| Delta | 0.84 |
| Gamma | 0.01 |
| Vega | 0.16 |
| Distance to Strike | -32.40 |
| Distance to Strike in % | -19.95% |
| Average Spread | 0.17% |
| Last Best Bid Price | 6.33 CHF |
| Last Best Ask Price | 6.34 CHF |
| Last Best Bid Volume | 25,000 |
| Last Best Ask Volume | 25,000 |
| Average Buy Volume | 13,993 |
| Average Sell Volume | 13,977 |
| Average Buy Value | 82,765 CHF |
| Average Sell Value | 82,812 CHF |
| Spreads Availability Ratio | 82.47% |
| Quote Availability | 82.47% |