| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
07.10.26
11:15:49 |
|
0.075
|
0.085
|
CHF |
| Volume |
675,000
|
350,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.090 | ||||
| Diff. absolute / % | -0.02 | -16.67% | |||
| Last Price | 0.085 | Volume | 15,000 | |
| Time | 10:05:10 | Date | 07/10/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1478465094 |
| Valor | 147846509 |
| Symbol | BARR0Z |
| Strike | 1,200.00 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 | 0.37% |
| Leverage | 6.37 |
| Delta | 0.09 |
| Gamma | 0.00 |
| Vega | 0.76 |
| Distance to Strike | 159.00 |
| Distance to Strike in % | 15.27% |
| 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 | 614,926 |
| Average Sell Volume | 315,112 |
| Average Buy Value | 50,402 CHF |
| Average Sell Value | 28,965 CHF |
| Spreads Availability Ratio | 99.90% |
| Quote Availability | 99.90% |