| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
14:39:33 |
|
0.040
|
0.050
|
CHF |
| Volume |
150,000
|
125,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.040 | ||||
| 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 | CH1463118120 |
| Valor | 146311812 |
| Symbol | SMCCAZ |
| Strike | 80.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 24/07/2025 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.98% |
| Leverage | 0.59 |
| Delta | 0.01 |
| Gamma | 0.00 |
| Vega | 0.00 |
| Distance to Strike | 53.27 |
| Distance to Strike in % | 199.29% |
| Average Spread | 26.65% |
| Last Best Bid Price | 0.04 CHF |
| Last Best Ask Price | 0.05 CHF |
| Last Best Bid Volume | 275,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 172,267 |
| Average Sell Volume | 137,226 |
| Average Buy Value | 5,634 CHF |
| Average Sell Value | 5,903 CHF |
| Spreads Availability Ratio | 90.63% |
| Quote Availability | 90.63% |