| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
15:11:06 |
|
1.500
|
1.510
|
CHF |
| Volume |
50,000
|
50,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.410 | ||||
| Diff. absolute / % | 0.09 | +6.38% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1556378250 |
| Valor | 155637825 |
| Symbol | MCHCIZ |
| Strike | 90.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 21/04/2026 |
| 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 | 0.06 |
| Time value | 1.44 |
| Implied volatility | 0.45% |
| Leverage | 3.69 |
| Delta | 0.61 |
| Gamma | 0.01 |
| Vega | 0.30 |
| Distance to Strike | -0.64 |
| Distance to Strike in % | -0.71% |
| Average Spread | 0.85% |
| Last Best Bid Price | 1.30 CHF |
| Last Best Ask Price | 1.31 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 50,000 |
| Average Sell Volume | 50,000 |
| Average Buy Value | 58,778 CHF |
| Average Sell Value | 59,278 CHF |
| Spreads Availability Ratio | 91.80% |
| Quote Availability | 91.80% |