| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
13.11.26
19:10:42 |
|
0.240
|
0.250
|
CHF |
| Volume |
500,000
|
500,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.190 | ||||
| Diff. absolute / % | 0.04 | +21.05% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1507468010 |
| Valor | 150746801 |
| Symbol | JPY34Z |
| Strike | 0.0052 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 0.00 |
| SVSP Code | 2100 |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 22/12/2025 |
| 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 |
| Intrinsic value | 0.19 |
| Time value | 0.02 |
| Implied volatility | 0.08% |
| Leverage | 42.67 |
| Delta | 0.85 |
| Gamma | 2,578.92 |
| Vega | 0.00 |
| Distance to Strike | -0.00 |
| Distance to Strike in % | -1.78% |
| Average Spread | 5.57% |
| Last Best Bid Price | 0.18 CHF |
| Last Best Ask Price | 0.19 CHF |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 500,000 |
| Average Sell Volume | 500,000 |
| Average Buy Value | 87,290 CHF |
| Average Sell Value | 92,290 CHF |
| Spreads Availability Ratio | 99.29% |
| Quote Availability | 99.29% |