| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
10:18:38 |
|
0.075
|
0.085
|
CHF |
| Volume |
300,000
|
175,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.070 | ||||
| Diff. absolute / % | 0.00 | +7.14% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1534659201 |
| Valor | 153465920 |
| Symbol | WDA4BZ |
| Strike | 165.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 18/03/2026 |
| 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 | 0.69% |
| Leverage | 6.68 |
| Delta | 0.08 |
| Gamma | 0.01 |
| Vega | 0.07 |
| Distance to Strike | 49.64 |
| Distance to Strike in % | 43.03% |
| Average Spread | 10.96% |
| Last Best Bid Price | 0.07 CHF |
| Last Best Ask Price | 0.08 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 375,000 |
| Average Buy Volume | 295,820 |
| Average Sell Volume | 188,360 |
| Average Buy Value | 24,883 CHF |
| Average Sell Value | 17,940 CHF |
| Spreads Availability Ratio | 90.64% |
| Quote Availability | 90.64% |