| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
13:03:53 |
|
0.240
|
0.250
|
CHF |
| Volume |
113,000
|
113,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.240 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | 0.270 | Volume | 3,000 | |
| Time | 09:36:21 | Date | 04/08/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1539180690 |
| Valor | 153918069 |
| Symbol | CRW32Z |
| Strike | 250.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 20/04/2026 |
| 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 |
| Implied volatility | 1.02% |
| Leverage | 6.49 |
| Delta | 0.18 |
| Gamma | 0.00 |
| Vega | 0.15 |
| Distance to Strike | 164.30 |
| Distance to Strike in % | 191.72% |
| Average Spread | 6.33% |
| Last Best Bid Price | 0.21 CHF |
| Last Best Ask Price | 0.22 CHF |
| Last Best Bid Volume | 250,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 192,013 |
| Average Sell Volume | 192,011 |
| Average Buy Value | 30,351 CHF |
| Average Sell Value | 32,271 CHF |
| Spreads Availability Ratio | 98.79% |
| Quote Availability | 98.79% |