| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
30.05.26
22:34:58 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.170 | ||||
| Diff. absolute / % | 0.09 | +52.94% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1478477925 |
| Valor | 147847792 |
| Symbol | ORCBXZ |
| Strike | 400.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 17/09/2025 |
| Date of maturity | 25/01/2027 |
| Last trading day | 15/01/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.67% |
| Leverage | 1.44 |
| Delta | 0.06 |
| Gamma | 0.00 |
| Vega | 0.22 |
| Distance to Strike | 184.55 |
| Distance to Strike in % | 85.66% |
| Average Spread | 7.49% |
| Last Best Bid Price | 0.16 CHF |
| Last Best Ask Price | 0.17 CHF |
| Last Best Bid Volume | 325,000 |
| Last Best Ask Volume | 325,000 |
| Average Buy Volume | 229,505 |
| Average Sell Volume | 229,458 |
| Average Buy Value | 30,038 CHF |
| Average Sell Value | 32,326 CHF |
| Spreads Availability Ratio | 98.67% |
| Quote Availability | 98.67% |