| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
31.01.26
17:46:59 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.140 | ||||
| Diff. absolute / % | -0.02 | -8.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1478474740 |
| Valor | 147847474 |
| Symbol | CMG6JZ |
| Strike | 45.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 10/09/2025 |
| Date of maturity | 27/03/2026 |
| Last trading day | 20/03/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.43% |
| Leverage | 5.77 |
| Delta | 0.10 |
| Gamma | 0.04 |
| Vega | 0.02 |
| Distance to Strike | 6.06 |
| Distance to Strike in % | 15.58% |
| Average Spread | 6.28% |
| Last Best Bid Price | 0.16 CHF |
| Last Best Ask Price | 0.17 CHF |
| Last Best Bid Volume | 82,000 |
| Last Best Ask Volume | 82,000 |
| Average Buy Volume | 85,064 |
| Average Sell Volume | 85,060 |
| Average Buy Value | 13,121 CHF |
| Average Sell Value | 13,971 CHF |
| Spreads Availability Ratio | 98.33% |
| Quote Availability | 98.33% |