| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
13:32:20 |
|
0.090
|
0.100
|
CHF |
| Volume |
500,000
|
300,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.100 | ||||
| Diff. absolute / % | -0.01 | -10.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1507485188 |
| Valor | 150748518 |
| Symbol | DHEEXZ |
| Strike | 34.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 27/01/2026 |
| Date of maturity | 29/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.65% |
| Leverage | 4.56 |
| Delta | 0.21 |
| Gamma | 0.03 |
| Vega | 0.05 |
| Distance to Strike | 14.73 |
| Distance to Strike in % | 76.39% |
| Average Spread | 9.87% |
| Last Best Bid Price | 0.09 CHF |
| Last Best Ask Price | 0.10 CHF |
| Last Best Bid Volume | 575,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 525,044 |
| Average Sell Volume | 432,095 |
| Average Buy Value | 50,514 CHF |
| Average Sell Value | 46,447 CHF |
| Spreads Availability Ratio | 97.39% |
| Quote Availability | 97.39% |