| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
10:19:59 |
|
0.030
|
0.040
|
CHF |
| Volume |
500,000
|
125,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.040 | ||||
| Diff. absolute / % | -0.01 | -25.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1507464514 |
| Valor | 150746451 |
| Symbol | MCDH0Z |
| Strike | 380.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| 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 | 0.27% |
| Leverage | 4.20 |
| Delta | 0.02 |
| Gamma | 0.00 |
| Vega | 0.09 |
| Distance to Strike | 108.32 |
| Distance to Strike in % | 39.87% |
| Average Spread | 28.57% |
| Last Best Bid Price | 0.03 CHF |
| Last Best Ask Price | 0.04 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 572,051 |
| Average Sell Volume | 143,062 |
| Average Buy Value | 17,163 CHF |
| Average Sell Value | 5,723 CHF |
| Spreads Availability Ratio | 98.84% |
| Quote Availability | 98.84% |