| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.560 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | 0.410 | Volume | 5,000 | |
| Time | 14:15:33 | Date | 04/12/2025 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1415398226 |
| Valor | 141539822 |
| Symbol | BSLTNZ |
| Strike | 50.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| 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 | 0.40 |
| Time value | 0.19 |
| Implied volatility | 0.35% |
| Leverage | 7.21 |
| Delta | 0.79 |
| Gamma | 0.05 |
| Vega | 0.08 |
| Distance to Strike | -4.00 |
| Distance to Strike in % | -7.41% |
| Average Spread | 1.79% |
| Last Best Bid Price | 0.55 CHF |
| Last Best Ask Price | 0.56 CHF |
| Last Best Bid Volume | 25,000 |
| Last Best Ask Volume | 25,000 |
| Average Buy Volume | 25,000 |
| Average Sell Volume | 25,000 |
| Average Buy Value | 13,830 CHF |
| Average Sell Value | 14,080 CHF |
| Spreads Availability Ratio | 99.95% |
| Quote Availability | 99.95% |