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Call-Warrant
Symbol:
OERRAZ
ISIN:
CH1478456994
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
11:52:36 |
|
0.065
|
0.075
|
CHF |
| Volume |
775,000
|
400,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
Performance
| Closing prev. day | 0.090 | ||||
| Diff. absolute / % | -0.03 | -27.78% | |||
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 | CH1478456994 |
| Valor | 147845699 |
| Symbol | OERRAZ |
| Strike | 3.2741 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 4.09 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 14/08/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Implied volatility | 0.72% |
| Leverage | 5.45 |
| Delta | 0.48 |
| Gamma | 0.67 |
| Vega | 0.00 |
| Distance to Strike | 0.01 |
| Distance to Strike in % | 0.43% |
market maker quality Date: 23/04/2026
| Average Spread | 12.11% |
| 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 | 648,413 |
| Average Sell Volume | 336,709 |
| Average Buy Value | 50,293 CHF |
| Average Sell Value | 29,484 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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