| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.04.26
10:25:43 |
|
0.150
|
0.160
|
CHF |
| Volume |
175,000
|
175,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.140 | ||||
| Diff. absolute / % | 0.01 | +7.14% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1463114863 |
| Valor | 146311486 |
| Symbol | ORCBUZ |
| Strike | 350.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 15/07/2025 |
| Date of maturity | 25/01/2027 |
| Last trading day | 15/01/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.55% |
| Leverage | 6.45 |
| Delta | 0.11 |
| Gamma | 0.00 |
| Vega | 0.27 |
| Distance to Strike | 186.96 |
| Distance to Strike in % | 114.67% |
| Average Spread | 7.63% |
| Last Best Bid Price | 0.14 CHF |
| Last Best Ask Price | 0.15 CHF |
| Last Best Bid Volume | 375,000 |
| Last Best Ask Volume | 375,000 |
| Average Buy Volume | 233,759 |
| Average Sell Volume | 233,359 |
| Average Buy Value | 30,248 CHF |
| Average Sell Value | 32,524 CHF |
| Spreads Availability Ratio | 96.97% |
| Quote Availability | 96.97% |