| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
16:03:41 |
|
0.520
|
0.530
|
CHF |
| Volume |
100,000
|
100,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.460 | ||||
| Diff. absolute / % | 0.06 | +13.04% | |||
| Last Price | 0.370 | Volume | 1,700 | |
| Time | 12:22:21 | Date | 17/08/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1507455959 |
| Valor | 150745595 |
| Symbol | GF0JRZ |
| Strike | 52.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 27/11/2025 |
| Date of maturity | 29/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.25 |
| Time value | 0.27 |
| Implied volatility | 0.34% |
| Leverage | 7.10 |
| Delta | 0.66 |
| Gamma | 0.06 |
| Vega | 0.11 |
| Distance to Strike | -2.10 |
| Distance to Strike in % | -3.88% |
| Average Spread | 2.27% |
| Last Best Bid Price | 0.46 CHF |
| Last Best Ask Price | 0.47 CHF |
| Last Best Bid Volume | 125,000 |
| Last Best Ask Volume | 125,000 |
| Average Buy Volume | 125,892 |
| Average Sell Volume | 125,892 |
| Average Buy Value | 55,012 CHF |
| Average Sell Value | 56,271 CHF |
| Spreads Availability Ratio | 99.69% |
| Quote Availability | 99.69% |