| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.12.25
22:02:20 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.300 | ||||
| Diff. absolute / % | -0.03 | -9.09% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1507455215 |
| Valor | 150745521 |
| Symbol | AALUSZ |
| Strike | 15.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 2.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 25/11/2025 |
| Date of maturity | 26/01/2026 |
| Last trading day | 16/01/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Delta | 0.46 |
| Gamma | 0.21 |
| Vega | 0.02 |
| Distance to Strike | 0.38 |
| Distance to Strike in % | 2.60% |
| Average Spread | 3.30% |
| Last Best Bid Price | 0.29 CHF |
| Last Best Ask Price | 0.30 CHF |
| Last Best Bid Volume | 175,000 |
| Last Best Ask Volume | 175,000 |
| Average Buy Volume | 57,229 |
| Average Sell Volume | 57,230 |
| Average Buy Value | 16,955 CHF |
| Average Sell Value | 17,527 CHF |
| Spreads Availability Ratio | 10.93% |
| Quote Availability | 108.74% |