| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.12.25
16:24:36 |
|
0.230
|
0.240
|
CHF |
| Volume |
225,000
|
225,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.240 | ||||
| Diff. absolute / % | - | - | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1507461395 |
| Valor | 150746139 |
| Symbol | SNPBCZ |
| Strike | 570.00 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 | 27/03/2026 |
| Last trading day | 20/03/2026 |
| 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 | 5.97 |
| Delta | 0.14 |
| Gamma | 0.00 |
| Vega | 0.51 |
| Distance to Strike | 115.21 |
| Distance to Strike in % | 25.33% |
| Average Spread | 4.46% |
| Last Best Bid Price | 0.24 CHF |
| Last Best Ask Price | 0.25 CHF |
| Last Best Bid Volume | 225,000 |
| Last Best Ask Volume | 225,000 |
| Average Buy Volume | 85,593 |
| Average Sell Volume | 85,593 |
| Average Buy Value | 19,252 CHF |
| Average Sell Value | 20,107 CHF |
| Spreads Availability Ratio | 11.43% |
| Quote Availability | 110.77% |