| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
09:49:56 |
|
0.670
|
0.680
|
CHF |
| Volume |
25,000
|
25,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.710 | ||||
| Diff. absolute / % | -0.13 | -15.48% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1478482677 |
| Valor | 147848267 |
| Symbol | NEMZ9Z |
| Strike | 115.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 24/09/2025 |
| 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 | 0.43% |
| Leverage | 5.93 |
| Delta | 0.44 |
| Gamma | 0.01 |
| Vega | 0.29 |
| Distance to Strike | 16.84 |
| Distance to Strike in % | 17.16% |
| Average Spread | - |
| Last Best Bid Price | - CHF |
| Last Best Ask Price | - CHF |
| Last Best Bid Volume | 0 |
| Last Best Ask Volume | 0 |
| Average Buy Volume | 0 |
| Average Sell Volume | 0 |
| Average Buy Value | 0 CHF |
| Average Sell Value | 0 CHF |
| Spreads Availability Ratio | - |
| Quote Availability | - |