| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
10:00:18 |
|
0.430
|
0.440
|
CHF |
| Volume |
125,000
|
125,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.420 | ||||
| Diff. absolute / % | 0.01 | +2.38% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1591433417 |
| Valor | 159143341 |
| Symbol | RMSF3Z |
| Strike | 1,680.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 495.79 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 06/08/2026 |
| Date of maturity | 24/12/2027 |
| Last trading day | 17/12/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.36% |
| Leverage | 4.24 |
| Delta | 0.58 |
| Gamma | 0.00 |
| Vega | 6.94 |
| Distance to Strike | 107.00 |
| Distance to Strike in % | 6.80% |
| Average Spread | 2.41% |
| Last Best Bid Price | 0.41 CHF |
| Last Best Ask Price | 0.42 CHF |
| Last Best Bid Volume | 125,000 |
| Last Best Ask Volume | 125,000 |
| Average Buy Volume | 125,940 |
| Average Sell Volume | 125,940 |
| Average Buy Value | 51,546 CHF |
| Average Sell Value | 52,805 CHF |
| Spreads Availability Ratio | 99.20% |
| Quote Availability | 99.20% |