| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
10:31:12 |
|
0.045
|
0.055
|
CHF |
| Volume |
500,000
|
125,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.060 | ||||
| Diff. absolute / % | -0.01 | -16.67% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1530940506 |
| Valor | 153094050 |
| Symbol | V0UHRZ |
| Strike | 340.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 03/03/2026 |
| Date of maturity | 26/06/2026 |
| Last trading day | 18/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.25% |
| Leverage | 9.59 |
| Delta | 0.08 |
| Gamma | 0.01 |
| Vega | 0.17 |
| Distance to Strike | 31.16 |
| Distance to Strike in % | 10.09% |
| Average Spread | 16.52% |
| Last Best Bid Price | 0.06 CHF |
| Last Best Ask Price | 0.07 CHF |
| Last Best Bid Volume | 925,000 |
| Last Best Ask Volume | 475,000 |
| Average Buy Volume | 508,798 |
| Average Sell Volume | 234,041 |
| Average Buy Value | 27,864 CHF |
| Average Sell Value | 15,268 CHF |
| Spreads Availability Ratio | 90.65% |
| Quote Availability | 90.65% |