| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
15:40:51 |
|
0.090
|
0.100
|
CHF |
| Volume |
550,000
|
300,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.095 | ||||
| Diff. absolute / % | -0.01 | -5.26% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1478480895 |
| Valor | 147848089 |
| Symbol | LULG7Z |
| Strike | 190.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 23/09/2025 |
| 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 |
| Implied volatility | 0.59% |
| Leverage | 12.61 |
| Delta | 0.15 |
| Gamma | 0.01 |
| Vega | 0.13 |
| Distance to Strike | 48.32 |
| Distance to Strike in % | 34.11% |
| Average Spread | 6.40% |
| Last Best Bid Price | 0.09 CHF |
| Last Best Ask Price | 0.10 CHF |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 203,624 |
| Average Sell Volume | 185,549 |
| Average Buy Value | 28,588 CHF |
| Average Sell Value | 28,772 CHF |
| Spreads Availability Ratio | 90.66% |
| Quote Availability | 90.66% |