| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
08.04.26
20:39:10 |
|
0.780
|
0.790
|
CHF |
| Volume |
75,000
|
75,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.650 | ||||
| Diff. absolute / % | 0.13 | +20.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1463128558 |
| Valor | 146312855 |
| Symbol | BAC9XZ |
| Strike | 50.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 4.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 07/08/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 18/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.42 |
| Time value | 0.37 |
| Implied volatility | 0.22% |
| Leverage | 11.30 |
| Delta | 0.68 |
| Gamma | 0.07 |
| Vega | 0.08 |
| Distance to Strike | -1.66 |
| Distance to Strike in % | -3.21% |
| Average Spread | 1.68% |
| Last Best Bid Price | 0.61 CHF |
| Last Best Ask Price | 0.62 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 58,066 |
| Average Sell Volume | 57,994 |
| Average Buy Value | 34,431 CHF |
| Average Sell Value | 34,969 CHF |
| Spreads Availability Ratio | 98.17% |
| Quote Availability | 98.17% |