| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.12.25
21:36:23 |
|
2.290
|
2.300
|
CHF |
| Volume |
25,000
|
25,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 2.210 | ||||
| Diff. absolute / % | -0.28 | -11.24% | |||
| 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 |
| Delta | 0.51 |
| Gamma | 0.01 |
| Vega | 0.29 |
| Distance to Strike | 10.86 |
| Distance to Strike in % | 10.95% |
| Average Spread | 0.36% |
| Last Best Bid Price | 2.13 CHF |
| Last Best Ask Price | 2.14 CHF |
| Last Best Bid Volume | 25,000 |
| Last Best Ask Volume | 25,000 |
| Average Buy Volume | 7,663 |
| Average Sell Volume | 7,663 |
| Average Buy Value | 20,734 CHF |
| Average Sell Value | 20,811 CHF |
| Spreads Availability Ratio | 10.21% |
| Quote Availability | 106.10% |