| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
23.10.26
22:15:00 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.510 | ||||
| Diff. absolute / % | -0.03 | -5.88% | |||
| Last Price | 0.570 | Volume | 5,000 | |
| Time | 16:42:51 | Date | 27/08/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1530917942 |
| Valor | 153091794 |
| Symbol | CRMQWZ |
| Strike | 250.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/02/2026 |
| 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 | 0.44% |
| Leverage | 6.47 |
| Delta | 0.49 |
| Gamma | 0.01 |
| Vega | 0.47 |
| Distance to Strike | 6.35 |
| Distance to Strike in % | 2.61% |
| Average Spread | 2.37% |
| Last Best Bid Price | 0.49 CHF |
| Last Best Ask Price | 0.50 CHF |
| Last Best Bid Volume | 125,000 |
| Last Best Ask Volume | 125,000 |
| Average Buy Volume | 75,075 |
| Average Sell Volume | 75,075 |
| Average Buy Value | 32,041 CHF |
| Average Sell Value | 32,792 CHF |
| Spreads Availability Ratio | 98.12% |
| Quote Availability | 98.12% |