| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.06.26
22:10:45 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 2.770 | ||||
| Diff. absolute / % | -0.44 | -15.88% | |||
| Last Price | 2.440 | Volume | 3,200 | |
| Time | 21:34:06 | Date | 29/05/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1530918627 |
| Valor | 153091862 |
| Symbol | SNODUZ |
| Strike | 240.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| 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 |
| Intrinsic value | 0.46 |
| Time value | 1.95 |
| Implied volatility | 0.54% |
| Leverage | 3.61 |
| Delta | 0.70 |
| Gamma | 0.00 |
| Vega | 0.68 |
| Distance to Strike | -9.27 |
| Distance to Strike in % | -3.72% |
| Average Spread | 0.34% |
| Last Best Bid Price | 2.64 CHF |
| Last Best Ask Price | 2.65 CHF |
| Last Best Bid Volume | 25,000 |
| Last Best Ask Volume | 25,000 |
| Average Buy Volume | 14,959 |
| Average Sell Volume | 14,963 |
| Average Buy Value | 43,708 CHF |
| Average Sell Value | 43,871 CHF |
| Spreads Availability Ratio | 97.39% |
| Quote Availability | 97.39% |