| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.12.25
17:45:22 |
|
0.090
|
0.100
|
CHF |
| Volume |
575,000
|
300,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.090 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1396306636 |
| Valor | 139630663 |
| Symbol | CRWC8Z |
| Strike | 580.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 18/12/2024 |
| Date of maturity | 26/01/2026 |
| Last trading day | 16/01/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Delta | 0.22 |
| Gamma | 0.00 |
| Vega | 0.53 |
| Distance to Strike | 56.55 |
| Distance to Strike in % | 10.80% |
| Average Spread | 11.17% |
| Last Best Bid Price | 0.08 CHF |
| Last Best Ask Price | 0.09 CHF |
| Last Best Bid Volume | 675,000 |
| Last Best Ask Volume | 350,000 |
| Average Buy Volume | 176,979 |
| Average Sell Volume | 89,307 |
| Average Buy Value | 14,715 CHF |
| Average Sell Value | 8,314 CHF |
| Spreads Availability Ratio | 10.37% |
| Quote Availability | 100.40% |