| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
02.10.26
22:15:03 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.670 | ||||
| Diff. absolute / % | 0.17 | +25.37% | |||
| Last Price | 0.650 | Volume | 4,600 | |
| Time | 18:49:41 | Date | 24/09/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1556415474 |
| Valor | 155641547 |
| Symbol | HPE8VZ |
| Strike | 55.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 02/06/2026 |
| 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 |
| Intrinsic value | 0.66 |
| Time value | 0.10 |
| Implied volatility | 0.47% |
| Leverage | 3.48 |
| Delta | 0.77 |
| Gamma | 0.01 |
| Vega | 0.11 |
| Distance to Strike | -13.23 |
| Distance to Strike in % | -19.39% |
| Average Spread | 1.63% |
| Last Best Bid Price | 0.71 CHF |
| Last Best Ask Price | 0.72 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 54,127 |
| Average Sell Volume | 54,127 |
| Average Buy Value | 33,621 CHF |
| Average Sell Value | 34,162 CHF |
| Spreads Availability Ratio | 98.97% |
| Quote Availability | 98.97% |