| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.10.26
11:37:04 |
|
0.110
|
0.120
|
CHF |
| Volume |
475,000
|
475,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.110 | ||||
| Diff. absolute / % | -0.01 | -9.09% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1530921068 |
| Valor | 153092106 |
| Symbol | WCHS1Z |
| Strike | 88.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 06/02/2026 |
| 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 | 0.48% |
| Leverage | 7.18 |
| Delta | 0.42 |
| Gamma | 0.04 |
| Vega | 0.13 |
| Distance to Strike | 2.30 |
| Distance to Strike in % | 2.68% |
| Average Spread | 9.40% |
| Last Best Bid Price | 0.10 CHF |
| Last Best Ask Price | 0.11 CHF |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 496,337 |
| Average Sell Volume | 496,112 |
| Average Buy Value | 50,337 CHF |
| Average Sell Value | 55,278 CHF |
| Spreads Availability Ratio | 99.37% |
| Quote Availability | 99.37% |