| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
08:35:32 |
|
0.860
|
0.870
|
CHF |
| Volume |
19,000
|
19,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.820 | ||||
| Diff. absolute / % | 0.15 | +22.39% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1556418064 |
| Valor | 155641806 |
| Symbol | VSTWHZ |
| Strike | 170.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 03/06/2026 |
| 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 | 0.49% |
| Leverage | 4.69 |
| Delta | 0.42 |
| Gamma | 0.01 |
| Vega | 0.40 |
| Distance to Strike | 18.66 |
| Distance to Strike in % | 12.33% |
| Average Spread | 1.40% |
| Last Best Bid Price | 0.66 CHF |
| Last Best Ask Price | 0.67 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 45,142 |
| Average Sell Volume | 45,142 |
| Average Buy Value | 31,828 CHF |
| Average Sell Value | 32,279 CHF |
| Spreads Availability Ratio | 98.95% |
| Quote Availability | 98.95% |