| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
11:23:12 |
|
0.050
|
0.060
|
CHF |
| Volume |
500,000
|
125,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.050 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | 0.070 | Volume | 150,000 | |
| Time | 18:01:32 | Date | 07/07/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1556385701 |
| Valor | 155638570 |
| Symbol | CRWS4Z |
| Strike | 125.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 30/04/2026 |
| 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 | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 1.04% |
| Leverage | 8.56 |
| Delta | 0.25 |
| Gamma | 0.01 |
| Vega | 0.10 |
| Distance to Strike | 39.30 |
| Distance to Strike in % | 45.86% |
| Average Spread | 43.78% |
| Last Best Bid Price | 0.04 CHF |
| Last Best Ask Price | 0.05 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 578,190 |
| Average Sell Volume | 144,596 |
| Average Buy Value | 12,933 CHF |
| Average Sell Value | 4,680 CHF |
| Spreads Availability Ratio | 98.80% |
| Quote Availability | 98.80% |