| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
01.02.26
22:41:39 |
|
-
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-
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CHF |
| Volume |
-
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-
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.190 | ||||
| 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 | CH1463122288 |
| Valor | 146312228 |
| Symbol | SNOSPZ |
| Strike | 250.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 31/07/2025 |
| 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 |
| Implied volatility | 0.61% |
| Leverage | 5.55 |
| Delta | 0.11 |
| Gamma | 0.01 |
| Vega | 0.13 |
| Distance to Strike | 51.47 |
| Distance to Strike in % | 25.93% |
| Average Spread | 3.01% |
| Last Best Bid Price | 0.34 CHF |
| Last Best Ask Price | 0.35 CHF |
| Last Best Bid Volume | 38,000 |
| Last Best Ask Volume | 38,000 |
| Average Buy Volume | 42,325 |
| Average Sell Volume | 42,325 |
| Average Buy Value | 13,836 CHF |
| Average Sell Value | 14,260 CHF |
| Spreads Availability Ratio | 97.77% |
| Quote Availability | 97.77% |