| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
|
Price
18.09.26
17:35:01 |
|
-
|
-
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CHF |
| Volume |
0
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0
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| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 1.090 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | 0.960 | Volume | 4,100 | |
| Time | 14:58:23 | Date | 10/09/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1463127584 |
| Valor | 146312758 |
| Symbol | ABB45Z |
| Strike | 60.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 07/08/2025 |
| Date of maturity | 25/06/2027 |
| Last trading day | 18/06/2027 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 1.02 |
| Time value | 0.07 |
| Implied volatility | 0.36% |
| Leverage | 3.35 |
| Delta | 0.91 |
| Gamma | 0.01 |
| Vega | 0.11 |
| Distance to Strike | -20.46 |
| Distance to Strike in % | -25.43% |
| Average Spread | 0.95% |
| Last Best Bid Price | 1.06 CHF |
| Last Best Ask Price | 1.07 CHF |
| Last Best Bid Volume | 225,000 |
| Last Best Ask Volume | 225,000 |
| Average Buy Volume | 240,890 |
| Average Sell Volume | 240,890 |
| Average Buy Value | 253,376 CHF |
| Average Sell Value | 255,785 CHF |
| Spreads Availability Ratio | 99.63% |
| Quote Availability | 99.63% |