| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
15:49:30 |
|
0.400
|
0.410
|
CHF |
| Volume |
125,000
|
125,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.300 | ||||
| Diff. absolute / % | 0.11 | +36.67% | |||
| Last Price | 0.500 | Volume | 1,200 | |
| Time | 13:50:02 | Date | 14/04/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1478466605 |
| Valor | 147846660 |
| Symbol | BANZAZ |
| Strike | 84.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 25/08/2025 |
| Date of maturity | 29/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.42% |
| Leverage | 5.72 |
| Delta | 0.30 |
| Gamma | 0.02 |
| Vega | 0.17 |
| Distance to Strike | 13.30 |
| Distance to Strike in % | 18.81% |
| Average Spread | 3.31% |
| Last Best Bid Price | 0.30 CHF |
| Last Best Ask Price | 0.31 CHF |
| Last Best Bid Volume | 175,000 |
| Last Best Ask Volume | 175,000 |
| Average Buy Volume | 177,323 |
| Average Sell Volume | 177,323 |
| Average Buy Value | 52,609 CHF |
| Average Sell Value | 54,382 CHF |
| Spreads Availability Ratio | 98.99% |
| Quote Availability | 98.99% |