| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
12:57:21 |
|
0.045
|
0.055
|
CHF |
| Volume |
500,000
|
125,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.045 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1507465008 |
| Valor | 150746500 |
| Symbol | LYFJZZ |
| Strike | 35.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 16/12/2025 |
| Date of maturity | 25/01/2027 |
| Last trading day | 15/01/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.70% |
| Leverage | 0.42 |
| Delta | 0.01 |
| Gamma | 0.00 |
| Vega | 0.00 |
| Distance to Strike | 18.61 |
| Distance to Strike in % | 113.54% |
| Average Spread | 21.86% |
| Last Best Bid Price | 0.05 CHF |
| Last Best Ask Price | 0.06 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 578,598 |
| Average Sell Volume | 144,699 |
| Average Buy Value | 23,965 CHF |
| Average Sell Value | 7,440 CHF |
| Spreads Availability Ratio | 98.84% |
| Quote Availability | 98.84% |