| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.12.25
13:50:31 |
|
0.540
|
0.550
|
CHF |
| Volume |
100,000
|
100,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.560 | ||||
| Diff. absolute / % | -0.02 | -3.57% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1463132592 |
| Valor | 146313259 |
| Symbol | SX7RCZ |
| 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 | 12/08/2025 |
| 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 | 0.28 |
| Time value | 0.26 |
| Implied volatility | 0.30% |
| Leverage | 8.44 |
| Delta | 0.73 |
| Gamma | 0.01 |
| Vega | 0.43 |
| Distance to Strike | -11.27 |
| Distance to Strike in % | -4.49% |
| Average Spread | 1.73% |
| Last Best Bid Price | 0.49 CHF |
| Last Best Ask Price | 0.50 CHF |
| Last Best Bid Volume | 125,000 |
| Last Best Ask Volume | 125,000 |
| Average Buy Volume | 100,146 |
| Average Sell Volume | 100,146 |
| Average Buy Value | 57,430 CHF |
| Average Sell Value | 58,431 CHF |
| Spreads Availability Ratio | 9.89% |
| Quote Availability | 107.79% |