| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
12:57:21 |
|
0.140
|
0.150
|
CHF |
| Volume |
188,000
|
188,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.130 | ||||
| Diff. absolute / % | 0.01 | +7.69% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1530926869 |
| Valor | 153092686 |
| Symbol | LYFYRZ |
| Strike | 25.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 12/02/2026 |
| 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 | 0.63% |
| Leverage | 2.21 |
| Delta | 0.09 |
| Gamma | 0.04 |
| Vega | 0.02 |
| Distance to Strike | 8.61 |
| Distance to Strike in % | 52.53% |
| Average Spread | 7.71% |
| Last Best Bid Price | 0.14 CHF |
| Last Best Ask Price | 0.15 CHF |
| Last Best Bid Volume | 375,000 |
| Last Best Ask Volume | 375,000 |
| Average Buy Volume | 236,745 |
| Average Sell Volume | 236,745 |
| Average Buy Value | 30,091 CHF |
| Average Sell Value | 32,459 CHF |
| Spreads Availability Ratio | 98.85% |
| Quote Availability | 98.85% |