| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
10:01:58 |
|
0.150
|
0.160
|
CHF |
| Volume |
175,000
|
175,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.160 | ||||
| Diff. absolute / % | -0.01 | -6.25% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1491108739 |
| Valor | 149110873 |
| Symbol | SPO4NZ |
| Strike | 840.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 03/10/2025 |
| Date of maturity | 25/01/2027 |
| Last trading day | 15/01/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.47% |
| Leverage | 2.63 |
| Delta | 0.08 |
| Gamma | 0.00 |
| Vega | 0.63 |
| Distance to Strike | 324.24 |
| Distance to Strike in % | 62.87% |
| Average Spread | 6.10% |
| Last Best Bid Price | 0.15 CHF |
| Last Best Ask Price | 0.16 CHF |
| Last Best Bid Volume | 350,000 |
| Last Best Ask Volume | 350,000 |
| Average Buy Volume | 181,744 |
| Average Sell Volume | 181,261 |
| Average Buy Value | 28,767 CHF |
| Average Sell Value | 30,502 CHF |
| Spreads Availability Ratio | 90.65% |
| Quote Availability | 90.65% |