| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
14.04.26
22:15:02 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.200 | ||||
| Diff. absolute / % | 0.05 | +33.33% | |||
| Last Price | 0.210 | Volume | 10,000 | |
| Time | 14:59:23 | Date | 10/03/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1463114855 |
| Valor | 146311485 |
| Symbol | ORCB1Z |
| Strike | 300.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 15/07/2025 |
| Date of maturity | 25/01/2027 |
| Last trading day | 15/01/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.51% |
| Leverage | 6.85 |
| Delta | 0.17 |
| Gamma | 0.00 |
| Vega | 0.37 |
| Distance to Strike | 134.73 |
| Distance to Strike in % | 81.52% |
| Average Spread | 11.80% |
| Last Best Bid Price | 0.12 CHF |
| Last Best Ask Price | 0.13 CHF |
| Last Best Bid Volume | 425,000 |
| Last Best Ask Volume | 425,000 |
| Average Buy Volume | 352,491 |
| Average Sell Volume | 214,788 |
| Average Buy Value | 29,255 CHF |
| Average Sell Value | 20,773 CHF |
| Spreads Availability Ratio | 97.34% |
| Quote Availability | 97.34% |