| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
12:43:47 |
|
0.480
|
0.490
|
CHF |
| Volume |
63,000
|
63,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.460 | ||||
| Diff. absolute / % | 0.01 | +2.17% | |||
| Last Price | 0.550 | Volume | 5 | |
| Time | 16:04:49 | Date | 22/06/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1507464647 |
| Valor | 150746464 |
| Symbol | SMCPAZ |
| Strike | 50.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 16/12/2025 |
| Date of maturity | 25/01/2027 |
| Last trading day | 15/01/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.92% |
| Leverage | 4.48 |
| Delta | 0.65 |
| Gamma | 0.01 |
| Vega | 0.09 |
| Distance to Strike | 16.67 |
| Distance to Strike in % | 50.01% |
| Average Spread | 2.06% |
| Last Best Bid Price | 0.48 CHF |
| Last Best Ask Price | 0.49 CHF |
| Last Best Bid Volume | 125,000 |
| Last Best Ask Volume | 125,000 |
| Average Buy Volume | 70,895 |
| Average Sell Volume | 70,894 |
| Average Buy Value | 34,124 CHF |
| Average Sell Value | 34,833 CHF |
| Spreads Availability Ratio | 98.94% |
| Quote Availability | 98.94% |