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Call-Warrant
Symbol:
NESF7Z
ISIN:
CH1478464733
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.09.26
11:43:45 |
|
0.080
|
0.090
|
CHF |
| Volume |
625,000
|
325,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
Performance
| Closing prev. day | 0.090 | ||||
| Diff. absolute / % | -0.01 | -11.11% | |||
Determined prices
| Last Price | 0.090 | Volume | 10,000 | |
| Time | 13:43:41 | Date | 18/09/2026 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1478464733 |
| Valor | 147846473 |
| Symbol | NESF7Z |
| Strike | 84.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/08/2025 |
| Date of maturity | 29/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
Key data
| Implied volatility | 0.22% |
| Leverage | 17.97 |
| Delta | 0.19 |
| Gamma | 0.03 |
| Vega | 0.10 |
| Distance to Strike | 7.39 |
| Distance to Strike in % | 9.65% |
market maker quality Date: 18/09/2026
| Average Spread | 11.59% |
| Last Best Bid Price | 0.08 CHF |
| Last Best Ask Price | 0.09 CHF |
| Last Best Bid Volume | 625,000 |
| Last Best Ask Volume | 325,000 |
| Average Buy Volume | 620,943 |
| Average Sell Volume | 325,758 |
| Average Buy Value | 50,571 CHF |
| Average Sell Value | 29,894 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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