| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
10:24:26 |
|
0.320
|
0.330
|
CHF |
| Volume |
88,000
|
88,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.330 | ||||
| Diff. absolute / % | -0.01 | -3.03% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1507465370 |
| Valor | 150746537 |
| Symbol | CRCCZZ |
| Strike | 150.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 16/12/2025 |
| Date of maturity | 25/01/2027 |
| Last trading day | 15/01/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.86% |
| Leverage | 2.74 |
| Delta | 0.44 |
| Gamma | 0.01 |
| Vega | 0.34 |
| Distance to Strike | 49.98 |
| Distance to Strike in % | 49.97% |
| Average Spread | 2.93% |
| Last Best Bid Price | 0.33 CHF |
| Last Best Ask Price | 0.34 CHF |
| Last Best Bid Volume | 175,000 |
| Last Best Ask Volume | 175,000 |
| Average Buy Volume | 88,385 |
| Average Sell Volume | 88,417 |
| Average Buy Value | 29,643 CHF |
| Average Sell Value | 30,540 CHF |
| Spreads Availability Ratio | 90.68% |
| Quote Availability | 90.68% |