| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
06:10:09 |
|
-
|
1.500
|
CHF |
| Volume |
0
|
1,500
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.640 | ||||
| Diff. absolute / % | -0.05 | -7.81% | |||
| 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 | 0.69% |
| Leverage | 2.88 |
| Delta | 0.56 |
| Gamma | 0.00 |
| Vega | 1.38 |
| Distance to Strike | 170.71 |
| Distance to Strike in % | 59.01% |
| Average Spread | 1.47% |
| Last Best Bid Price | 0.63 CHF |
| Last Best Ask Price | 0.64 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 48,773 |
| Average Sell Volume | 48,773 |
| Average Buy Value | 32,589 CHF |
| Average Sell Value | 33,077 CHF |
| Spreads Availability Ratio | 98.88% |
| Quote Availability | 98.88% |