| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.12.25
13:29:12 |
|
0.360
|
0.370
|
CHF |
| Volume |
150,000
|
150,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.390 | ||||
| Diff. absolute / % | 0.01 | +3.45% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1463127477 |
| Valor | 146312747 |
| Symbol | SX7C3Z |
| Strike | 240.00 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 | 05/01/2026 |
| Last trading day | 19/12/2025 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.28 |
| Time value | 0.07 |
| Implied volatility | 0.72% |
| Leverage | 17.81 |
| Delta | 0.99 |
| Gamma | 0.00 |
| Vega | 0.01 |
| Distance to Strike | -11.27 |
| Distance to Strike in % | -4.49% |
| Average Spread | 2.49% |
| Last Best Bid Price | 0.28 CHF |
| Last Best Ask Price | 0.29 CHF |
| Last Best Bid Volume | 200,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 135,938 |
| Average Sell Volume | 135,929 |
| Average Buy Value | 53,842 CHF |
| Average Sell Value | 55,198 CHF |
| Spreads Availability Ratio | 9.94% |
| Quote Availability | 105.35% |