| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
11:26:51 |
|
0.550
|
0.560
|
CHF |
| Volume |
125,000
|
125,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.700 | ||||
| Diff. absolute / % | -0.15 | -21.43% | |||
| Last Price | 1.330 | Volume | 26,000 | |
| Time | 08:12:52 | Date | 23/06/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1556412653 |
| Valor | 155641265 |
| Symbol | MRVCBZ |
| Strike | 320.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 02/06/2026 |
| Date of maturity | 30/03/2027 |
| Last trading day | 19/03/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.72% |
| Leverage | 4.16 |
| Delta | 0.48 |
| Gamma | 0.00 |
| Vega | 0.71 |
| Distance to Strike | 82.92 |
| Distance to Strike in % | 34.98% |
| Average Spread | 1.40% |
| Last Best Bid Price | 0.60 CHF |
| Last Best Ask Price | 0.61 CHF |
| Last Best Bid Volume | 250,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 134,369 |
| Average Sell Volume | 134,369 |
| Average Buy Value | 93,151 CHF |
| Average Sell Value | 94,495 CHF |
| Spreads Availability Ratio | 98.74% |
| Quote Availability | 98.74% |