| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.04.26
10:56:59 |
|
0.085
|
0.095
|
CHF |
| Volume |
300,000
|
150,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.080 | ||||
| Diff. absolute / % | 0.01 | +12.50% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1463111489 |
| Valor | 146311148 |
| Symbol | CRW3PZ |
| Strike | 700.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 08/07/2025 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.48% |
| Leverage | 14.71 |
| Delta | 0.12 |
| Gamma | 0.00 |
| Vega | 0.54 |
| Distance to Strike | 281.79 |
| Distance to Strike in % | 67.38% |
| Average Spread | 12.02% |
| Last Best Bid Price | 0.08 CHF |
| Last Best Ask Price | 0.09 CHF |
| Last Best Bid Volume | 625,000 |
| Last Best Ask Volume | 325,000 |
| Average Buy Volume | 365,104 |
| Average Sell Volume | 189,172 |
| Average Buy Value | 28,736 CHF |
| Average Sell Value | 16,780 CHF |
| Spreads Availability Ratio | 94.58% |
| Quote Availability | 94.58% |