| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.06.26
22:10:45 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 4.110 | ||||
| Diff. absolute / % | -0.38 | -9.25% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1534677831 |
| Valor | 153467783 |
| Symbol | BE0Z7Z |
| Strike | 260.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 16/04/2026 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 1.86 |
| Time value | 2.09 |
| Implied volatility | 0.96% |
| Leverage | 2.66 |
| Delta | 0.71 |
| Gamma | 0.00 |
| Vega | 0.55 |
| Distance to Strike | -37.19 |
| Distance to Strike in % | -12.51% |
| Average Spread | 0.28% |
| Last Best Bid Price | 4.10 CHF |
| Last Best Ask Price | 4.11 CHF |
| Last Best Bid Volume | 25,000 |
| Last Best Ask Volume | 25,000 |
| Average Buy Volume | 15,404 |
| Average Sell Volume | 15,398 |
| Average Buy Value | 56,914 CHF |
| Average Sell Value | 57,045 CHF |
| Spreads Availability Ratio | 91.53% |
| Quote Availability | 91.53% |