| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.04.26
11:24:36 |
|
0.040
|
0.050
|
CHF |
| Volume |
500,000
|
125,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.040 | ||||
| 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 | CH1478477925 |
| Valor | 147847792 |
| Symbol | ORCBXZ |
| Strike | 400.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 17/09/2025 |
| 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 | 0.59% |
| Leverage | 6.18 |
| Delta | 0.07 |
| Gamma | 0.00 |
| Vega | 0.19 |
| Distance to Strike | 236.96 |
| Distance to Strike in % | 145.34% |
| Average Spread | 24.92% |
| Last Best Bid Price | 0.04 CHF |
| Last Best Ask Price | 0.05 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 581,331 |
| Average Sell Volume | 145,076 |
| Average Buy Value | 21,309 CHF |
| Average Sell Value | 6,767 CHF |
| Spreads Availability Ratio | 96.96% |
| Quote Availability | 96.96% |