| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.12.25
20:06:37 |
|
0.330
|
0.340
|
CHF |
| Volume |
175,000
|
175,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.320 | ||||
| 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 | CH1478481323 |
| Valor | 147848132 |
| Symbol | SCHLJZ |
| Strike | 100.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 23/09/2025 |
| Date of maturity | 27/03/2026 |
| Last trading day | 20/03/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Delta | 0.40 |
| Gamma | 0.04 |
| Vega | 0.20 |
| Distance to Strike | 4.51 |
| Distance to Strike in % | 4.72% |
| Average Spread | 3.93% |
| Last Best Bid Price | 0.26 CHF |
| Last Best Ask Price | 0.27 CHF |
| Last Best Bid Volume | 200,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 128,500 |
| Average Sell Volume | 128,500 |
| Average Buy Value | 32,840 CHF |
| Average Sell Value | 34,125 CHF |
| Spreads Availability Ratio | 19.67% |
| Quote Availability | 110.01% |