| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
02.04.26
21:50:14 |
|
0.400
|
0.410
|
CHF |
| Volume |
125,000
|
125,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.400 | ||||
| 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 | CH1530938690 |
| Valor | 153093869 |
| Symbol | MEL60Z |
| Strike | 2,050.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 400.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 03/03/2026 |
| 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 |
| Delta | 0.41 |
| Gamma | 0.00 |
| Vega | 5.90 |
| Distance to Strike | 335.00 |
| Distance to Strike in % | 19.53% |
| Average Spread | 2.41% |
| Last Best Bid Price | 0.39 CHF |
| Last Best Ask Price | 0.40 CHF |
| Last Best Bid Volume | 150,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 77,099 |
| Average Sell Volume | 76,960 |
| Average Buy Value | 31,257 CHF |
| Average Sell Value | 31,970 CHF |
| Spreads Availability Ratio | 98.23% |
| Quote Availability | 98.23% |