| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
12:30:08 |
|
1.240
|
1.250
|
CHF |
| Volume |
25,000
|
25,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.100 | ||||
| Diff. absolute / % | 0.15 | +13.64% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1534667634 |
| Valor | 153466763 |
| Symbol | SBU8OZ |
| Strike | 100.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 26/03/2026 |
| Date of maturity | 30/03/2027 |
| Last trading day | 19/03/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.71 |
| Time value | 0.54 |
| Implied volatility | 0.24% |
| Leverage | 6.34 |
| Delta | 0.74 |
| Gamma | 0.02 |
| Vega | 0.26 |
| Distance to Strike | -7.07 |
| Distance to Strike in % | -6.60% |
| Average Spread | 0.89% |
| Last Best Bid Price | 1.19 CHF |
| Last Best Ask Price | 1.20 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 29,134 |
| Average Sell Volume | 29,134 |
| Average Buy Value | 32,647 CHF |
| Average Sell Value | 32,938 CHF |
| Spreads Availability Ratio | 98.84% |
| Quote Availability | 98.84% |