| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.04.26
10:02:10 |
|
0.030
|
0.040
|
CHF |
| Volume |
500,000
|
125,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.030 | ||||
| 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 | CH1414918693 |
| Valor | 141491869 |
| Symbol | CRWFRZ |
| Strike | 600.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 26/03/2025 |
| 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 | 0.60% |
| Leverage | 11.12 |
| Delta | 0.08 |
| Gamma | 0.00 |
| Vega | 0.26 |
| Distance to Strike | 181.79 |
| Distance to Strike in % | 43.47% |
| Average Spread | 33.19% |
| Last Best Bid Price | 0.03 CHF |
| Last Best Ask Price | 0.04 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 572,301 |
| Average Sell Volume | 142,878 |
| Average Buy Value | 14,446 CHF |
| Average Sell Value | 5,035 CHF |
| Spreads Availability Ratio | 94.58% |
| Quote Availability | 94.58% |