| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
13:22:46 |
|
0.130
|
0.140
|
CHF |
| Volume |
400,000
|
400,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.170 | ||||
| Diff. absolute / % | -0.05 | -29.41% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1530945455 |
| Valor | 153094545 |
| Symbol | RNOJGZ |
| Strike | 30.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 10/03/2026 |
| Date of maturity | 26/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.09 |
| Time value | 0.01 |
| Implied volatility | 0.15% |
| Leverage | 18.25 |
| Delta | 0.59 |
| Gamma | 0.10 |
| Vega | 0.05 |
| Distance to Strike | -0.87 |
| Distance to Strike in % | -2.82% |
| Average Spread | 4.85% |
| Last Best Bid Price | 0.16 CHF |
| Last Best Ask Price | 0.17 CHF |
| Last Best Bid Volume | 325,000 |
| Last Best Ask Volume | 325,000 |
| Average Buy Volume | 258,678 |
| Average Sell Volume | 258,611 |
| Average Buy Value | 52,075 CHF |
| Average Sell Value | 54,647 CHF |
| Spreads Availability Ratio | 98.02% |
| Quote Availability | 98.02% |