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Call-Warrant
Symbol:
NDXANZ
ISIN:
CH1507452592
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.02.26
12:33:39 |
|
0.650
|
0.660
|
CHF |
| Volume |
100,000
|
100,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
Performance
| Closing prev. day | 0.700 | ||||
| Diff. absolute / % | -0.04 | -5.71% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1507452592 |
| Valor | 150745259 |
| Symbol | NDXANZ |
| Strike | 32.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 19/11/2025 |
| Date of maturity | 29/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Intrinsic value | 0.13 |
| Time value | 0.54 |
| Implied volatility | 0.49% |
| Leverage | 3.17 |
| Delta | 0.64 |
| Gamma | 0.04 |
| Vega | 0.12 |
| Distance to Strike | -1.30 |
| Distance to Strike in % | -3.90% |
market maker quality Date: 04/02/2026
| Average Spread | 1.38% |
| Last Best Bid Price | 0.69 CHF |
| Last Best Ask Price | 0.70 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 75,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 53,806 CHF |
| Average Sell Value | 54,556 CHF |
| Spreads Availability Ratio | 99.15% |
| Quote Availability | 99.15% |
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