| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.12.25
12:52:10 |
|
0.730
|
0.740
|
CHF |
| Volume |
75,000
|
75,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.750 | ||||
| Diff. absolute / % | 0.01 | +1.61% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1463127444 |
| Valor | 146312744 |
| Symbol | SX7RJZ |
| Strike | 230.00 Points |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 07/08/2025 |
| Date of maturity | 27/03/2026 |
| Last trading day | 20/03/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.53 |
| Time value | 0.19 |
| Implied volatility | 0.31% |
| Leverage | 7.46 |
| Delta | 0.85 |
| Gamma | 0.01 |
| Vega | 0.29 |
| Distance to Strike | -21.27 |
| Distance to Strike in % | -8.46% |
| Average Spread | 1.31% |
| Last Best Bid Price | 0.67 CHF |
| Last Best Ask Price | 0.68 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 75,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 57,086 CHF |
| Average Sell Value | 57,836 CHF |
| Spreads Availability Ratio | 9.94% |
| Quote Availability | 107.75% |