| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.12.25
17:55:44 |
|
0.080
|
0.090
|
CHF |
| Volume |
600,000
|
325,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.100 | ||||
| Diff. absolute / % | - | - | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1491130030 |
| Valor | 149113003 |
| Symbol | RBL4YZ |
| Strike | 120.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 11/11/2025 |
| Date of maturity | 26/01/2026 |
| Last trading day | 16/01/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Delta | 0.06 |
| Gamma | 0.01 |
| Vega | 0.04 |
| Distance to Strike | 22.36 |
| Distance to Strike in % | 22.90% |
| Average Spread | 9.94% |
| Last Best Bid Price | 0.09 CHF |
| Last Best Ask Price | 0.10 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 248,446 |
| Average Sell Volume | 170,220 |
| Average Buy Value | 22,507 CHF |
| Average Sell Value | 17,555 CHF |
| Spreads Availability Ratio | 13.28% |
| Quote Availability | 112.32% |