| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
02.02.26
05:59:22 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 2.350 | ||||
| Diff. absolute / % | 0.08 | +3.52% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1463128228 |
| Valor | 146312822 |
| Symbol | C0UCBZ |
| Strike | 110.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 4.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 07/08/2025 |
| 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 | 1.44 |
| Time value | 1.13 |
| Implied volatility | 0.21% |
| Leverage | 7.53 |
| Delta | 0.67 |
| Gamma | 0.02 |
| Vega | 0.26 |
| Distance to Strike | -5.74 |
| Distance to Strike in % | -4.96% |
| Average Spread | 0.43% |
| Last Best Bid Price | 2.37 CHF |
| Last Best Ask Price | 2.38 CHF |
| Last Best Bid Volume | 7,000 |
| Last Best Ask Volume | 7,000 |
| Average Buy Volume | 7,000 |
| Average Sell Volume | 7,000 |
| Average Buy Value | 16,159 CHF |
| Average Sell Value | 16,229 CHF |
| Spreads Availability Ratio | 99.59% |
| Quote Availability | 99.59% |