| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.10.26
01:37:38 |
|
-
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-
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CHF |
| Volume |
-
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-
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 2.990 | ||||
| Diff. absolute / % | 0.06 | +2.01% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1556404791 |
| Valor | 155640479 |
| Symbol | CRWQJZ |
| Strike | 225.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/05/2026 |
| Date of maturity | 30/03/2027 |
| Last trading day | 19/03/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 2.24 |
| Time value | 0.83 |
| Implied volatility | 0.47% |
| Leverage | 3.37 |
| Delta | 0.77 |
| Gamma | 0.00 |
| Vega | 0.56 |
| Distance to Strike | -44.80 |
| Distance to Strike in % | -16.60% |
| Average Spread | 0.35% |
| Last Best Bid Price | 3.00 CHF |
| Last Best Ask Price | 3.01 CHF |
| Last Best Bid Volume | 25,000 |
| Last Best Ask Volume | 25,000 |
| Average Buy Volume | 14,964 |
| Average Sell Volume | 14,964 |
| Average Buy Value | 43,413 CHF |
| Average Sell Value | 43,563 CHF |
| Spreads Availability Ratio | 98.74% |
| Quote Availability | 98.74% |