| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
|
Price
15.04.26
17:22:49 |
|
0.270
|
0.280
|
CHF |
| Volume |
200,000
|
200,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.220 | ||||
| Diff. absolute / % | 0.04 | +18.18% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1530945844 |
| Valor | 153094584 |
| Symbol | R3NNVZ |
| Strike | 60.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 10/03/2026 |
| Date of maturity | 26/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.56% |
| Leverage | 7.53 |
| Delta | 0.37 |
| Gamma | 0.03 |
| Vega | 0.08 |
| Distance to Strike | 6.85 |
| Distance to Strike in % | 12.89% |
| Average Spread | 4.19% |
| Last Best Bid Price | 0.21 CHF |
| Last Best Ask Price | 0.22 CHF |
| Last Best Bid Volume | 250,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 225,729 |
| Average Sell Volume | 225,673 |
| Average Buy Value | 52,681 CHF |
| Average Sell Value | 54,925 CHF |
| Spreads Availability Ratio | 97.80% |
| Quote Availability | 97.80% |