| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
20.02.26
22:04:53 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.120 | ||||
| Diff. absolute / % | 0.18 | +19.15% | |||
| Last Price | 0.660 | Volume | 750 | |
| Time | 08:00:46 | Date | 09/02/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1446470325 |
| Valor | 144647032 |
| Symbol | MRN2OZ |
| Strike | 40.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/05/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 18/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.87 |
| Time value | 0.19 |
| Implied volatility | 0.46% |
| Leverage | 3.65 |
| Delta | 0.79 |
| Gamma | 0.02 |
| Vega | 0.08 |
| Distance to Strike | -8.71 |
| Distance to Strike in % | -17.88% |
| Average Spread | 1.37% |
| Last Best Bid Price | 0.93 CHF |
| Last Best Ask Price | 0.94 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 42,546 |
| Average Sell Volume | 41,773 |
| Average Buy Value | 37,267 CHF |
| Average Sell Value | 37,090 CHF |
| Spreads Availability Ratio | 99.68% |
| Quote Availability | 99.68% |