| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
22.02.26
00:26:37 |
|
-
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-
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CHF |
| Volume |
-
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-
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.610 | ||||
| Diff. absolute / % | -0.01 | -1.61% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1463106984 |
| Valor | 146310698 |
| Symbol | MRV33Z |
| Strike | 110.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 01/07/2025 |
| 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 |
| Implied volatility | 0.59% |
| Leverage | 2.98 |
| Delta | 0.11 |
| Gamma | 0.01 |
| Vega | 0.09 |
| Distance to Strike | 30.14 |
| Distance to Strike in % | 37.75% |
| Average Spread | 1.74% |
| Last Best Bid Price | 0.63 CHF |
| Last Best Ask Price | 0.64 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 50,854 |
| Average Sell Volume | 49,817 |
| Average Buy Value | 33,076 CHF |
| Average Sell Value | 32,922 CHF |
| Spreads Availability Ratio | 98.70% |
| Quote Availability | 98.70% |