| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.270 | ||||
| Diff. absolute / % | - | - | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1507450943 |
| Valor | 150745094 |
| Symbol | OR0FCZ |
| Strike | 400.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 19/11/2025 |
| Date of maturity | 28/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Delta | 0.33 |
| Gamma | 0.01 |
| Vega | 1.35 |
| Distance to Strike | 31.20 |
| Distance to Strike in % | 8.46% |
| Average Spread | 3.82% |
| Last Best Bid Price | 0.26 CHF |
| Last Best Ask Price | 0.27 CHF |
| Last Best Bid Volume | 200,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 200,537 |
| Average Sell Volume | 200,531 |
| Average Buy Value | 51,493 CHF |
| Average Sell Value | 53,497 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |