| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
23.06.26
22:01:16 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.120 | ||||
| Diff. absolute / % | 0.01 | +8.33% | |||
| Last Price | 0.620 | Volume | 100,000 | |
| Time | 17:17:03 | Date | 01/06/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1534660464 |
| Valor | 153466046 |
| Symbol | CRMLMZ |
| Strike | 220.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 20/03/2026 |
| 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 |
| Implied volatility | 0.46% |
| Leverage | 8.68 |
| Delta | 0.27 |
| Gamma | 0.01 |
| Vega | 0.38 |
| Distance to Strike | 67.76 |
| Distance to Strike in % | 44.51% |
| Average Spread | 8.26% |
| Last Best Bid Price | 0.10 CHF |
| Last Best Ask Price | 0.11 CHF |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 259,171 |
| Average Sell Volume | 259,171 |
| Average Buy Value | 30,010 CHF |
| Average Sell Value | 32,601 CHF |
| Spreads Availability Ratio | 98.83% |
| Quote Availability | 98.83% |