| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
09:10:29 |
|
0.270
|
0.280
|
CHF |
| Volume |
50,000
|
50,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.260 | ||||
| Diff. absolute / % | -0.05 | -16.13% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1478476281 |
| Valor | 147847628 |
| Symbol | B0UF3Z |
| Strike | 40.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 4.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 15/09/2025 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.39% |
| Leverage | 11.02 |
| Delta | 0.32 |
| Gamma | 0.08 |
| Vega | 0.05 |
| Distance to Strike | 2.65 |
| Distance to Strike in % | 7.08% |
| Average Spread | 3.79% |
| Last Best Bid Price | 0.25 CHF |
| Last Best Ask Price | 0.26 CHF |
| Last Best Bid Volume | 200,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 121,211 |
| Average Sell Volume | 121,211 |
| Average Buy Value | 31,343 CHF |
| Average Sell Value | 32,555 CHF |
| Spreads Availability Ratio | 94.55% |
| Quote Availability | 94.55% |