| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
22.09.26
08:06:48 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.070 | ||||
| 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 | CH1478465060 |
| Valor | 147846506 |
| Symbol | BAR70Z |
| Strike | 1,360.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 200.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 25/08/2025 |
| Date of maturity | 29/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.36% |
| Leverage | 7.05 |
| Delta | 0.08 |
| Gamma | 0.00 |
| Vega | 0.83 |
| Distance to Strike | 232.00 |
| Distance to Strike in % | 20.57% |
| Average Spread | 15.36% |
| Last Best Bid Price | 0.06 CHF |
| Last Best Ask Price | 0.07 CHF |
| Last Best Bid Volume | 850,000 |
| Last Best Ask Volume | 425,000 |
| Average Buy Volume | 847,480 |
| Average Sell Volume | 425,435 |
| Average Buy Value | 50,942 CHF |
| Average Sell Value | 29,829 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |