| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.02.26
20:53:07 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.150 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1396307808 |
| Valor | 139630780 |
| Symbol | NVDXNZ |
| Strike | 230.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 18/12/2024 |
| 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 | 0.43% |
| Leverage | 6.79 |
| Delta | 0.22 |
| Gamma | 0.01 |
| Vega | 0.31 |
| Distance to Strike | 42.17 |
| Distance to Strike in % | 22.45% |
| Average Spread | 7.52% |
| Last Best Bid Price | 0.15 CHF |
| Last Best Ask Price | 0.16 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 450,000 |
| Average Buy Volume | 250,075 |
| Average Sell Volume | 245,152 |
| Average Buy Value | 37,422 CHF |
| Average Sell Value | 39,311 CHF |
| Spreads Availability Ratio | 98.63% |
| Quote Availability | 98.63% |