| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
|
Price
24.10.26
05:00:02 |
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CHF |
| Volume |
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-
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| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.830 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1530925341 |
| Valor | 153092534 |
| Symbol | EMMU4Z |
| Strike | 880.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 10/02/2026 |
| Date of maturity | 25/06/2027 |
| Last trading day | 18/06/2027 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.35 |
| Time value | 0.47 |
| Implied volatility | 0.24% |
| Leverage | 6.83 |
| Delta | 0.61 |
| Gamma | 0.00 |
| Vega | 2.77 |
| Distance to Strike | -35.00 |
| Distance to Strike in % | -3.83% |
| Average Spread | 1.25% |
| Last Best Bid Price | 0.83 CHF |
| Last Best Ask Price | 0.84 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 75,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 59,743 CHF |
| Average Sell Value | 60,493 CHF |
| Spreads Availability Ratio | 99.51% |
| Quote Availability | 99.51% |