| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
15:10:29 |
|
0.930
|
0.940
|
CHF |
| Volume |
75,000
|
75,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.870 | ||||
| Diff. absolute / % | 0.04 | +4.60% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1556378235 |
| Valor | 155637823 |
| Symbol | MCHVJZ |
| Strike | 110.00 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 |
| Implied volatility | 0.49% |
| Leverage | 4.17 |
| Delta | 0.43 |
| Gamma | 0.01 |
| Vega | 0.30 |
| Distance to Strike | 19.36 |
| Distance to Strike in % | 21.36% |
| Average Spread | 1.49% |
| Last Best Bid Price | 0.78 CHF |
| Last Best Ask Price | 0.79 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 91,949 |
| Average Sell Volume | 91,925 |
| Average Buy Value | 61,107 CHF |
| Average Sell Value | 62,011 CHF |
| Spreads Availability Ratio | 91.79% |
| Quote Availability | 91.79% |