| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
20.02.26
22:04:53 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 2.190 | ||||
| Diff. absolute / % | 0.03 | +1.39% | |||
| Last Price | 2.670 | Volume | 5,000 | |
| Time | 15:57:50 | Date | 19/11/2025 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1478469450 |
| Valor | 147846945 |
| Symbol | GOO2CZ |
| Strike | 270.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/09/2025 |
| 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 |
| Intrinsic value | 2.03 |
| Time value | 0.48 |
| Implied volatility | 0.19% |
| Leverage | 5.45 |
| Delta | 0.88 |
| Gamma | 0.00 |
| Vega | 0.47 |
| Distance to Strike | -40.68 |
| Distance to Strike in % | -13.09% |
| Average Spread | 0.53% |
| Last Best Bid Price | 2.17 CHF |
| Last Best Ask Price | 2.18 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 28,240 |
| Average Sell Volume | 27,684 |
| Average Buy Value | 61,194 CHF |
| Average Sell Value | 60,277 CHF |
| Spreads Availability Ratio | 99.47% |
| Quote Availability | 99.47% |