| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
|
Price
20.02.26
18:05:44 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.370 | ||||
| Diff. absolute / % | 0.02 | +7.69% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1414919360 |
| Valor | 141491936 |
| Symbol | EMMXUZ |
| Strike | 800.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 26/03/2025 |
| Date of maturity | 27/03/2026 |
| Last trading day | 20/03/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.15 |
| Time value | 0.19 |
| Implied volatility | 0.31% |
| Leverage | 15.43 |
| Delta | 0.64 |
| Gamma | 0.01 |
| Vega | 0.84 |
| Distance to Strike | -15.00 |
| Distance to Strike in % | -1.84% |
| Average Spread | 3.67% |
| Last Best Bid Price | 0.25 CHF |
| Last Best Ask Price | 0.26 CHF |
| Last Best Bid Volume | 200,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 199,909 |
| Average Sell Volume | 199,909 |
| Average Buy Value | 53,567 CHF |
| Average Sell Value | 55,566 CHF |
| Spreads Availability Ratio | 99.97% |
| Quote Availability | 99.97% |