| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
11:03:27 |
|
1.440
|
1.450
|
CHF |
| Volume |
5,000
|
5,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.400 | ||||
| Diff. absolute / % | 0.04 | +2.86% | |||
| Last Price | 1.440 | Volume | 5,000 | |
| Time | 08:15:42 | Date | 24/08/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1491119454 |
| Valor | 149111945 |
| Symbol | NEMYWZ |
| Strike | 130.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 20/10/2025 |
| 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 |
| Intrinsic value | 0.16 |
| Time value | 1.27 |
| Implied volatility | 0.39% |
| Leverage | 5.51 |
| Delta | 0.60 |
| Gamma | 0.01 |
| Vega | 0.32 |
| Distance to Strike | -1.56 |
| Distance to Strike in % | -1.19% |
| Average Spread | 0.74% |
| Last Best Bid Price | 1.38 CHF |
| Last Best Ask Price | 1.39 CHF |
| Last Best Bid Volume | 5,000 |
| Last Best Ask Volume | 5,000 |
| Average Buy Volume | 5,000 |
| Average Sell Volume | 5,000 |
| Average Buy Value | 6,758 CHF |
| Average Sell Value | 6,808 CHF |
| Spreads Availability Ratio | 97.34% |
| Quote Availability | 97.52% |