| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
26.05.26
12:45:36 |
|
0.190
|
0.200
|
CHF |
| Volume |
138,000
|
138,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.200 | ||||
| Diff. absolute / % | -0.01 | -5.00% | |||
| Last Price | 0.100 | Volume | 2,800 | |
| Time | 15:16:06 | Date | 28/04/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1446490364 |
| Valor | 144649036 |
| Symbol | ORC91Z |
| Strike | 250.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 18/06/2025 |
| 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 | 0.80% |
| Leverage | 1.08 |
| Delta | 0.01 |
| Gamma | 0.00 |
| Vega | 0.01 |
| Distance to Strike | 57.89 |
| Distance to Strike in % | 30.13% |
| Average Spread | 4.70% |
| Last Best Bid Price | 0.22 CHF |
| Last Best Ask Price | 0.23 CHF |
| Last Best Bid Volume | 250,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 143,564 |
| Average Sell Volume | 143,593 |
| Average Buy Value | 30,251 CHF |
| Average Sell Value | 31,694 CHF |
| Spreads Availability Ratio | 96.17% |
| Quote Availability | 96.17% |