| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
14:21:23 |
|
0.050
|
0.060
|
CHF |
| Volume |
900,000
|
250,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.060 | ||||
| Diff. absolute / % | -0.01 | -16.67% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1478466274 |
| Valor | 147846627 |
| Symbol | STMLTZ |
| Strike | 120.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| 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 | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.46% |
| Leverage | 3.60 |
| Delta | 0.08 |
| Gamma | 0.01 |
| Vega | 0.08 |
| Distance to Strike | 26.28 |
| Distance to Strike in % | 28.04% |
| Average Spread | 18.18% |
| Last Best Bid Price | 0.05 CHF |
| Last Best Ask Price | 0.06 CHF |
| Last Best Bid Volume | 950,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 916,738 |
| Average Sell Volume | 250,000 |
| Average Buy Value | 45,837 CHF |
| Average Sell Value | 15,000 CHF |
| Spreads Availability Ratio | 99.69% |
| Quote Availability | 99.69% |