| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.04.26
10:56:59 |
|
0.110
|
0.120
|
CHF |
| Volume |
350,000
|
350,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.100 | ||||
| Diff. absolute / % | 0.01 | +10.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1507465560 |
| Valor | 150746556 |
| Symbol | CRWSFZ |
| Strike | 800.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 80.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 16/12/2025 |
| 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 | 0.51% |
| Leverage | 7.97 |
| Delta | 0.15 |
| Gamma | 0.00 |
| Vega | 0.85 |
| Distance to Strike | 381.79 |
| Distance to Strike in % | 91.29% |
| Average Spread | 9.52% |
| Last Best Bid Price | 0.10 CHF |
| Last Best Ask Price | 0.11 CHF |
| Last Best Bid Volume | 750,000 |
| Last Best Ask Volume | 750,000 |
| Average Buy Volume | 428,510 |
| Average Sell Volume | 427,663 |
| Average Buy Value | 42,916 CHF |
| Average Sell Value | 47,106 CHF |
| Spreads Availability Ratio | 94.58% |
| Quote Availability | 94.58% |