| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
13:37:19 |
|
0.060
|
0.070
|
CHF |
| Volume |
850,000
|
425,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.080 | ||||
| Diff. absolute / % | -0.03 | -37.50% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1556377344 |
| Valor | 155637734 |
| Symbol | RNOP0Z |
| Strike | 36.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 21/04/2026 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.29% |
| Leverage | 16.48 |
| Delta | 0.24 |
| Gamma | 0.05 |
| Vega | 0.06 |
| Distance to Strike | 5.13 |
| Distance to Strike in % | 16.62% |
| Average Spread | 11.24% |
| Last Best Bid Price | 0.07 CHF |
| Last Best Ask Price | 0.08 CHF |
| Last Best Bid Volume | 725,000 |
| Last Best Ask Volume | 375,000 |
| Average Buy Volume | 605,474 |
| Average Sell Volume | 338,329 |
| Average Buy Value | 50,836 CHF |
| Average Sell Value | 32,189 CHF |
| Spreads Availability Ratio | 98.02% |
| Quote Availability | 98.02% |