| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
14:33:01 |
|
0.750
|
0.760
|
CHF |
| Volume |
38,000
|
38,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.710 | ||||
| Diff. absolute / % | 0.04 | +5.63% | |||
| Last Price | 0.650 | Volume | 7,000 | |
| Time | 21:38:12 | Date | 29/05/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1534677484 |
| Valor | 153467748 |
| Symbol | CRMCBZ |
| Strike | 190.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 16/04/2026 |
| 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 |
| Intrinsic value | 0.48 |
| Time value | 0.26 |
| Implied volatility | 0.33% |
| Leverage | 4.99 |
| Delta | 0.71 |
| Gamma | 0.01 |
| Vega | 0.45 |
| Distance to Strike | -19.18 |
| Distance to Strike in % | -9.17% |
| Average Spread | 1.43% |
| Last Best Bid Price | 0.75 CHF |
| Last Best Ask Price | 0.76 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 44,046 |
| Average Sell Volume | 44,046 |
| Average Buy Value | 30,887 CHF |
| Average Sell Value | 31,328 CHF |
| Spreads Availability Ratio | 98.39% |
| Quote Availability | 98.39% |