| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
02.10.26
22:00:00 |
|
-
|
1.500
|
CHF |
| Volume |
0
|
1,500
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.590 | ||||
| Diff. absolute / % | 0.04 | +6.78% | |||
| Last Price | 0.850 | Volume | 1,500 | |
| Time | 14:32:18 | Date | 07/07/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1556419997 |
| Valor | 155641999 |
| Symbol | LRC2FZ |
| Strike | 460.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/06/2026 |
| 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 | 0.58% |
| Leverage | 2.70 |
| Delta | 0.49 |
| Gamma | 0.00 |
| Vega | 1.59 |
| Distance to Strike | 110.50 |
| Distance to Strike in % | 31.62% |
| Average Spread | 1.89% |
| Last Best Bid Price | 0.54 CHF |
| Last Best Ask Price | 0.55 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 58,222 |
| Average Sell Volume | 58,222 |
| Average Buy Value | 30,710 CHF |
| Average Sell Value | 31,293 CHF |
| Spreads Availability Ratio | 98.90% |
| Quote Availability | 98.90% |