| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.12.25
19:29:50 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
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| 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 | CH1507461312 |
| Valor | 150746131 |
| Symbol | SNPZ2Z |
| Strike | 550.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 09/12/2025 |
| 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 |
| Implied volatility | 0.45% |
| Leverage | 10.27 |
| Delta | 0.06 |
| Gamma | 0.00 |
| Vega | 0.17 |
| Distance to Strike | 88.31 |
| Distance to Strike in % | 19.13% |
| Average Spread | 12.48% |
| Last Best Bid Price | 0.06 CHF |
| Last Best Ask Price | 0.07 CHF |
| Last Best Bid Volume | 925,000 |
| Last Best Ask Volume | 475,000 |
| Average Buy Volume | 285,346 |
| Average Sell Volume | 147,101 |
| Average Buy Value | 19,054 CHF |
| Average Sell Value | 11,300 CHF |
| Spreads Availability Ratio | 11.83% |
| Quote Availability | 100.68% |