| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
08.04.26
20:48:33 |
|
0.060
|
0.070
|
CHF |
| Volume |
850,000
|
425,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.055 | ||||
| Diff. absolute / % | 0.01 | +18.18% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1478470821 |
| Valor | 147847082 |
| Symbol | BACCDZ |
| Strike | 60.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 4.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/09/2025 |
| 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 |
| Implied volatility | 0.25% |
| Leverage | 16.54 |
| Delta | 0.08 |
| Gamma | 0.03 |
| Vega | 0.03 |
| Distance to Strike | 8.34 |
| Distance to Strike in % | 16.14% |
| Average Spread | 19.78% |
| Last Best Bid Price | 0.05 CHF |
| Last Best Ask Price | 0.06 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 579,465 |
| Average Sell Volume | 144,755 |
| Average Buy Value | 26,672 CHF |
| Average Sell Value | 8,110 CHF |
| Spreads Availability Ratio | 98.16% |
| Quote Availability | 98.16% |