| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
15:42:48 |
|
0.060
|
0.070
|
CHF |
| Volume |
850,000
|
425,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.080 | ||||
| Diff. absolute / % | -0.02 | -25.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1507479504 |
| Valor | 150747950 |
| Symbol | RNO0UZ |
| Strike | 34.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 19/01/2026 |
| 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 | 0.38% |
| Leverage | 5.38 |
| Delta | 0.11 |
| Gamma | 0.05 |
| Vega | 0.03 |
| Distance to Strike | 5.37 |
| Distance to Strike in % | 18.76% |
| Average Spread | 14.09% |
| Last Best Bid Price | 0.07 CHF |
| Last Best Ask Price | 0.08 CHF |
| Last Best Bid Volume | 725,000 |
| Last Best Ask Volume | 375,000 |
| Average Buy Volume | 766,461 |
| Average Sell Volume | 394,591 |
| Average Buy Value | 50,549 CHF |
| Average Sell Value | 29,978 CHF |
| Spreads Availability Ratio | 99.20% |
| Quote Availability | 99.20% |