| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
30.04.26
19:51:56 |
|
0.170
|
0.180
|
CHF |
| Volume |
300,000
|
300,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.210 | ||||
| Diff. absolute / % | -0.05 | -23.81% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1478462992 |
| Valor | 147846299 |
| Symbol | PANEFZ |
| Strike | 250.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 20/08/2025 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.46% |
| Leverage | 8.77 |
| Delta | 0.16 |
| Gamma | 0.00 |
| Vega | 0.27 |
| Distance to Strike | 74.40 |
| Distance to Strike in % | 42.36% |
| Average Spread | 5.20% |
| Last Best Bid Price | 0.17 CHF |
| Last Best Ask Price | 0.18 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 163,841 |
| Average Sell Volume | 163,242 |
| Average Buy Value | 30,425 CHF |
| Average Sell Value | 31,947 CHF |
| Spreads Availability Ratio | 98.80% |
| Quote Availability | 98.80% |