| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
10:01:45 |
|
0.660
|
0.670
|
CHF |
| Volume |
50,000
|
50,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.650 | ||||
| Diff. absolute / % | 0.01 | +1.54% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1556415763 |
| Valor | 155641576 |
| Symbol | BSX1XZ |
| Strike | 60.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 02/06/2026 |
| Date of maturity | 28/01/2028 |
| Last trading day | 21/01/2028 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.41% |
| Leverage | 2.96 |
| Delta | 0.40 |
| Gamma | 0.02 |
| Vega | 0.23 |
| Distance to Strike | 11.95 |
| Distance to Strike in % | 24.87% |
| Average Spread | 1.60% |
| Last Best Bid Price | 0.64 CHF |
| Last Best Ask Price | 0.65 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 55,920 |
| Average Sell Volume | 55,922 |
| Average Buy Value | 35,078 CHF |
| Average Sell Value | 35,639 CHF |
| Spreads Availability Ratio | 98.81% |
| Quote Availability | 98.81% |