| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
20.02.26
22:04:53 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.360 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | 0.430 | Volume | 12,000 | |
| Time | 11:43:05 | Date | 30/01/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1507480346 |
| Valor | 150748034 |
| Symbol | V0UCSZ |
| Strike | 350.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 19/01/2026 |
| 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 | 0.20% |
| Leverage | 8.66 |
| Delta | 0.47 |
| Gamma | 0.01 |
| Vega | 1.21 |
| Distance to Strike | 29.01 |
| Distance to Strike in % | 9.04% |
| Average Spread | 3.09% |
| Last Best Bid Price | 0.35 CHF |
| Last Best Ask Price | 0.36 CHF |
| Last Best Bid Volume | 150,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 84,786 |
| Average Sell Volume | 83,278 |
| Average Buy Value | 30,987 CHF |
| Average Sell Value | 31,308 CHF |
| Spreads Availability Ratio | 98.56% |
| Quote Availability | 98.56% |