| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.06.26
22:10:45 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.200 | ||||
| Diff. absolute / % | -0.15 | -12.50% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1478476281 |
| Valor | 147847628 |
| Symbol | B0UF3Z |
| Strike | 40.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 4.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 15/09/2025 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.51 |
| Time value | 0.59 |
| Implied volatility | 0.35% |
| Leverage | 6.10 |
| Delta | 0.64 |
| Gamma | 0.03 |
| Vega | 0.09 |
| Distance to Strike | -2.03 |
| Distance to Strike in % | -4.83% |
| Average Spread | 0.86% |
| Last Best Bid Price | 1.13 CHF |
| Last Best Ask Price | 1.14 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 29,146 |
| Average Sell Volume | 29,140 |
| Average Buy Value | 33,667 CHF |
| Average Sell Value | 33,951 CHF |
| Spreads Availability Ratio | 98.81% |
| Quote Availability | 98.81% |