| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
16:04:01 |
|
0.250
|
0.260
|
CHF |
| Volume |
200,000
|
200,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.230 | ||||
| Diff. absolute / % | 0.01 | +4.35% | |||
| Last Price | 0.350 | Volume | 5,000 | |
| Time | 13:11:21 | Date | 01/06/2026 |
| 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 |
| 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 | 7.50 |
| Delta | 0.33 |
| Gamma | 0.01 |
| Vega | 0.48 |
| Distance to Strike | 40.82 |
| Distance to Strike in % | 19.51% |
| Average Spread | 4.59% |
| Last Best Bid Price | 0.24 CHF |
| Last Best Ask Price | 0.25 CHF |
| Last Best Bid Volume | 225,000 |
| Last Best Ask Volume | 225,000 |
| Average Buy Volume | 143,739 |
| Average Sell Volume | 143,739 |
| Average Buy Value | 30,899 CHF |
| Average Sell Value | 32,337 CHF |
| Spreads Availability Ratio | 98.59% |
| Quote Availability | 98.59% |