| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
13.11.26
21:15:37 |
|
1.020
|
1.030
|
CHF |
| Volume |
50,000
|
50,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.940 | ||||
| Diff. absolute / % | 0.07 | +7.45% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1478461093 |
| Valor | 147846109 |
| Symbol | USDRZZ |
| Strike | 0.78 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 0.05 |
| SVSP Code | 2100 |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 19/08/2025 |
| Date of maturity | 30/03/2027 |
| Last trading day | 19/03/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Leverage | 16.94 |
| Delta | 0.97 |
| Gamma | 2.10 |
| Vega | 0.00 |
| Distance to Strike | -0.06 |
| Distance to Strike in % | -6.99% |
| Average Spread | 1.11% |
| Last Best Bid Price | 0.93 CHF |
| Last Best Ask Price | 0.94 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 75,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 67,448 CHF |
| Average Sell Value | 68,198 CHF |
| Spreads Availability Ratio | 99.28% |
| Quote Availability | 99.28% |