| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
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Price
24.04.26
07:52:49 |
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CHF |
| Volume |
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| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.090 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1478456994 |
| Valor | 147845699 |
| Symbol | OERRAZ |
| Strike | 3.2741 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 4.09 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 14/08/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.01 |
| Time value | 0.07 |
| Implied volatility | 0.70% |
| Leverage | 5.46 |
| Delta | 0.54 |
| Gamma | 0.65 |
| Vega | 0.01 |
| Distance to Strike | -0.04 |
| Distance to Strike in % | -1.08% |
| Average Spread | 11.50% |
| Last Best Bid Price | 0.08 CHF |
| Last Best Ask Price | 0.09 CHF |
| Last Best Bid Volume | 625,000 |
| Last Best Ask Volume | 325,000 |
| Average Buy Volume | 614,902 |
| Average Sell Volume | 314,787 |
| Average Buy Value | 50,416 CHF |
| Average Sell Value | 28,943 CHF |
| Spreads Availability Ratio | 98.96% |
| Quote Availability | 98.96% |