| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
02.02.26
02:16:55 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.980 | ||||
| Diff. absolute / % | 0.08 | +6.72% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1478474534 |
| Valor | 147847453 |
| Symbol | UPSDSZ |
| Strike | 100.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 10/09/2025 |
| 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 | 0.62 |
| Time value | 0.39 |
| Implied volatility | 0.16% |
| Leverage | 7.31 |
| Delta | 0.70 |
| Gamma | 0.02 |
| Vega | 0.29 |
| Distance to Strike | -6.18 |
| Distance to Strike in % | -5.82% |
| Average Spread | 0.91% |
| Last Best Bid Price | 1.03 CHF |
| Last Best Ask Price | 1.04 CHF |
| Last Best Bid Volume | 13,000 |
| Last Best Ask Volume | 13,000 |
| Average Buy Volume | 13,217 |
| Average Sell Volume | 13,218 |
| Average Buy Value | 14,392 CHF |
| Average Sell Value | 14,525 CHF |
| Spreads Availability Ratio | 98.36% |
| Quote Availability | 98.36% |