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Call-Warrant
Symbol:
USD77Z
ISIN:
CH1415390835
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
27.07.26
08:09:10 |
|
0.320
|
0.330
|
CHF |
| Volume |
175,000
|
175,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.350 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1415390835 |
| Valor | 141539083 |
| Symbol | USD77Z |
| Strike | 0.80 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 0.05 |
| SVSP Code | 2100 |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 15/04/2025 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Intrinsic value | 0.34 |
| Time value | 0.03 |
| Implied volatility | 0.06% |
| Leverage | 36.07 |
| Delta | 0.82 |
| Gamma | 13.97 |
| Vega | 0.00 |
| Distance to Strike | -0.02 |
| Distance to Strike in % | -2.06% |
market maker quality Date: 23/07/2026
| Average Spread | 2.91% |
| Last Best Bid Price | 0.35 CHF |
| Last Best Ask Price | 0.36 CHF |
| Last Best Bid Volume | 150,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 162,860 |
| Average Sell Volume | 162,860 |
| Average Buy Value | 55,001 CHF |
| Average Sell Value | 56,629 CHF |
| Spreads Availability Ratio | 99.28% |
| Quote Availability | 99.28% |
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