| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
02.10.26
22:15:03 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.120 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | 0.110 | Volume | 70,000 | |
| Time | 17:17:07 | Date | 28/09/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1556416183 |
| Valor | 155641618 |
| Symbol | CRW2OZ |
| Strike | 200.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 02/06/2026 |
| Date of maturity | 24/09/2027 |
| Last trading day | 17/09/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.73% |
| Leverage | 2.73 |
| Delta | 0.19 |
| Gamma | 0.00 |
| Vega | 0.25 |
| Distance to Strike | 108.93 |
| Distance to Strike in % | 119.61% |
| Average Spread | 8.47% |
| Last Best Bid Price | 0.12 CHF |
| Last Best Ask Price | 0.13 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 25,000 |
| Average Buy Volume | 100,000 |
| Average Sell Volume | 25,000 |
| Average Buy Value | 11,328 CHF |
| Average Sell Value | 3,082 CHF |
| Spreads Availability Ratio | 98.83% |
| Quote Availability | 98.83% |