| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
15:33:06 |
|
0.110
|
0.120
|
CHF |
| Volume |
25,000
|
25,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.110 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1478483840 |
| Valor | 147848384 |
| Symbol | KOM9RZ |
| Strike | 84.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 24/09/2025 |
| Date of maturity | 29/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.54% |
| Leverage | 6.91 |
| Delta | 0.50 |
| Gamma | 0.01 |
| Vega | 0.17 |
| Distance to Strike | 8.50 |
| Distance to Strike in % | 11.26% |
| Average Spread | 10.18% |
| Last Best Bid Price | 0.10 CHF |
| Last Best Ask Price | 0.11 CHF |
| Last Best Bid Volume | 25,000 |
| Last Best Ask Volume | 25,000 |
| Average Buy Volume | 25,000 |
| Average Sell Volume | 25,000 |
| Average Buy Value | 2,336 CHF |
| Average Sell Value | 2,586 CHF |
| Spreads Availability Ratio | 99.68% |
| Quote Availability | 99.68% |