| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.04.26
15:53:23 |
|
1.800
|
1.810
|
CHF |
| Volume |
75,000
|
75,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.600 | ||||
| Diff. absolute / % | 0.18 | +11.25% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1414915236 |
| Valor | 141491523 |
| Symbol | AVGOVZ |
| Strike | 300.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 18/03/2025 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 1.62 |
| Time value | 0.13 |
| Implied volatility | 0.29% |
| Leverage | 3.67 |
| Delta | 0.84 |
| Gamma | 0.00 |
| Vega | 0.60 |
| Distance to Strike | -80.76 |
| Distance to Strike in % | -21.21% |
| Average Spread | 0.63% |
| Last Best Bid Price | 1.58 CHF |
| Last Best Ask Price | 1.59 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 43,890 |
| Average Sell Volume | 43,808 |
| Average Buy Value | 69,375 CHF |
| Average Sell Value | 69,683 CHF |
| Spreads Availability Ratio | 97.03% |
| Quote Availability | 97.03% |