| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
09:10:20 |
|
0.050
|
0.060
|
CHF |
| Volume |
1.00 m.
|
250,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.055 | ||||
| Diff. absolute / % | -0.01 | -9.09% | |||
| Last Price | 0.045 | Volume | 5,000 | |
| Time | 16:23:55 | Date | 28/07/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1446487550 |
| Valor | 144648755 |
| Symbol | SIK4WZ |
| Strike | 220.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 17/06/2025 |
| Date of maturity | 29/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.31% |
| Leverage | 18.47 |
| Delta | 0.25 |
| Gamma | 0.01 |
| Vega | 0.33 |
| Distance to Strike | 33.45 |
| Distance to Strike in % | 17.93% |
| Average Spread | 18.92% |
| Last Best Bid Price | 0.05 CHF |
| Last Best Ask Price | 0.06 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 992,757 |
| Average Sell Volume | 271,728 |
| Average Buy Value | 47,664 CHF |
| Average Sell Value | 15,926 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |