| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.12.25
20:11:04 |
|
0.110
|
0.120
|
CHF |
| Volume |
475,000
|
475,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.085 | ||||
| Diff. absolute / % | - | - | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1507457153 |
| Valor | 150745715 |
| Symbol | V0UURZ |
| Strike | 340.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 02/12/2025 |
| 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 | 0.36 |
| Gamma | 0.02 |
| Vega | 0.42 |
| Distance to Strike | 8.12 |
| Distance to Strike in % | 2.45% |
| Average Spread | 8.70% |
| Last Best Bid Price | 0.11 CHF |
| Last Best Ask Price | 0.12 CHF |
| Last Best Bid Volume | 475,000 |
| Last Best Ask Volume | 475,000 |
| Average Buy Volume | 297,000 |
| Average Sell Volume | 297,000 |
| Average Buy Value | 32,670 CHF |
| Average Sell Value | 35,640 CHF |
| Spreads Availability Ratio | 19.67% |
| Quote Availability | 109.70% |