| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
22.06.26
12:58:37 |
|
0.100
|
0.110
|
CHF |
| Volume |
500,000
|
500,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.150 | ||||
| Diff. absolute / % | -0.05 | -33.33% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1534662072 |
| Valor | 153466207 |
| Symbol | RMSQVZ |
| Strike | 2,000.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 495.79 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 23/03/2026 |
| Date of maturity | 28/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.30% |
| Leverage | 9.24 |
| Delta | 0.27 |
| Gamma | 0.00 |
| Vega | 3.94 |
| Distance to Strike | 278.50 |
| Distance to Strike in % | 16.18% |
| Average Spread | 6.35% |
| 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 | 342,222 |
| Average Sell Volume | 342,233 |
| Average Buy Value | 52,101 CHF |
| Average Sell Value | 55,525 CHF |
| Spreads Availability Ratio | 99.86% |
| Quote Availability | 99.86% |