| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
10:02:49 |
|
0.460
|
0.470
|
CHF |
| Volume |
63,000
|
63,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.420 | ||||
| Diff. absolute / % | 0.04 | +9.52% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1534659268 |
| Valor | 153465926 |
| Symbol | WDAC7Z |
| Strike | 170.00 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 | 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 | 0.59% |
| Leverage | 4.19 |
| Delta | 0.33 |
| Gamma | 0.01 |
| Vega | 0.35 |
| Distance to Strike | 54.64 |
| Distance to Strike in % | 47.36% |
| Average Spread | 2.16% |
| Last Best Bid Price | 0.42 CHF |
| Last Best Ask Price | 0.43 CHF |
| Last Best Bid Volume | 125,000 |
| Last Best Ask Volume | 125,000 |
| Average Buy Volume | 69,433 |
| Average Sell Volume | 69,269 |
| Average Buy Value | 31,547 CHF |
| Average Sell Value | 32,170 CHF |
| Spreads Availability Ratio | 90.64% |
| Quote Availability | 90.64% |