| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
11:05:51 |
|
0.130
|
0.140
|
CHF |
| Volume |
400,000
|
400,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.160 | ||||
| Diff. absolute / % | -0.03 | -18.75% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1478465581 |
| Valor | 147846558 |
| Symbol | BUCNMZ |
| Strike | 400.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| 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 | 0.27% |
| Leverage | 7.94 |
| Delta | 0.16 |
| Gamma | 0.00 |
| Vega | 0.63 |
| Distance to Strike | 75.00 |
| Distance to Strike in % | 23.08% |
| Average Spread | 6.10% |
| Last Best Bid Price | 0.15 CHF |
| Last Best Ask Price | 0.16 CHF |
| Last Best Bid Volume | 350,000 |
| Last Best Ask Volume | 350,000 |
| Average Buy Volume | 327,415 |
| Average Sell Volume | 327,417 |
| Average Buy Value | 52,048 CHF |
| Average Sell Value | 55,323 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |