| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.12.25
17:24:16 |
|
1.200
|
1.210
|
CHF |
| Volume |
50,000
|
50,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.130 | ||||
| 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 | CH1478471183 |
| Valor | 147847118 |
| Symbol | C0UAYZ |
| Strike | 120.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 4.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/09/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 18/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Delta | 0.34 |
| Gamma | 0.02 |
| Vega | 0.29 |
| Distance to Strike | 12.21 |
| Distance to Strike in % | 11.32% |
| Average Spread | 1.13% |
| Last Best Bid Price | 0.92 CHF |
| Last Best Ask Price | 0.93 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 47,000 |
| Average Sell Volume | 47,000 |
| Average Buy Value | 42,480 CHF |
| Average Sell Value | 42,950 CHF |
| Spreads Availability Ratio | 19.67% |
| Quote Availability | 111.62% |