| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.03.26
08:25:48 |
|
2.080
|
2.090
|
CHF |
| Volume |
7,000
|
7,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 2.130 | ||||
| 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 | CH1491114968 |
| Valor | 149111496 |
| Symbol | FCXYUZ |
| Strike | 50.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 10/10/2025 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 1.44 |
| Time value | 0.62 |
| Implied volatility | 0.34% |
| Leverage | 4.10 |
| Delta | 0.74 |
| Gamma | 0.02 |
| Vega | 0.13 |
| Distance to Strike | -7.19 |
| Distance to Strike in % | -12.57% |
| Average Spread | 0.45% |
| Last Best Bid Price | 2.00 CHF |
| Last Best Ask Price | 2.01 CHF |
| Last Best Bid Volume | 25,000 |
| Last Best Ask Volume | 25,000 |
| Average Buy Volume | 17,510 |
| Average Sell Volume | 17,510 |
| Average Buy Value | 37,677 CHF |
| Average Sell Value | 37,847 CHF |
| Spreads Availability Ratio | 87.90% |
| Quote Availability | 87.90% |