| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
11:30:41 |
|
0.460
|
0.470
|
CHF |
| Volume |
125,000
|
125,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.420 | ||||
| Diff. absolute / % | 0.03 | +7.14% | |||
| Last Price | 0.410 | Volume | 20,000 | |
| Time | 14:29:52 | Date | 30/07/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1478466027 |
| Valor | 147846602 |
| Symbol | SIG6GZ |
| Strike | 14.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 25/08/2025 |
| Date of maturity | 29/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.33 |
| Time value | 0.14 |
| Implied volatility | 0.43% |
| Leverage | 4.62 |
| Delta | 0.69 |
| Gamma | 0.09 |
| Vega | 0.03 |
| Distance to Strike | -1.79 |
| Distance to Strike in % | -11.34% |
| Average Spread | 2.52% |
| Last Best Bid Price | 0.42 CHF |
| Last Best Ask Price | 0.43 CHF |
| Last Best Bid Volume | 125,000 |
| Last Best Ask Volume | 125,000 |
| Average Buy Volume | 136,887 |
| Average Sell Volume | 136,887 |
| Average Buy Value | 53,675 CHF |
| Average Sell Value | 55,044 CHF |
| Spreads Availability Ratio | 99.95% |
| Quote Availability | 99.95% |