| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.02.26
20:53:02 |
|
-
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-
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CHF |
| Volume |
-
|
-
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.330 | ||||
| Diff. absolute / % | -0.01 | -2.94% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1530917942 |
| Valor | 153091794 |
| Symbol | CRMQWZ |
| Strike | 250.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/02/2026 |
| 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 | 0.42% |
| Leverage | 5.18 |
| Delta | 0.37 |
| Gamma | 0.00 |
| Vega | 0.68 |
| Distance to Strike | 61.29 |
| Distance to Strike in % | 32.48% |
| Average Spread | 3.51% |
| 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 | 98,095 |
| Average Sell Volume | 96,253 |
| Average Buy Value | 31,888 CHF |
| Average Sell Value | 32,316 CHF |
| Spreads Availability Ratio | 98.68% |
| Quote Availability | 98.68% |