| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
05:20:37 |
|
-
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-
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CHF |
| Volume |
-
|
-
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 3.670 | ||||
| Diff. absolute / % | 0.11 | +3.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1478461408 |
| Valor | 147846140 |
| Symbol | SX5L3Z |
| Strike | 6,000.00 Points |
| Type | Warrants |
| Type | Bull |
| Ratio | 200.00 |
| SVSP Code | 2100 |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 19/08/2025 |
| Date of maturity | 24/09/2027 |
| Last trading day | 17/09/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 2.11 |
| Time value | 1.66 |
| Implied volatility | 0.16% |
| Leverage | 7.29 |
| Delta | 0.86 |
| Gamma | 0.00 |
| Vega | 15.08 |
| Distance to Strike | -422.06 |
| Distance to Strike in % | -6.57% |
| Average Spread | 0.27% |
| Last Best Bid Price | 3.71 CHF |
| Last Best Ask Price | 3.72 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 50,000 |
| Average Sell Volume | 50,000 |
| Average Buy Value | 184,719 CHF |
| Average Sell Value | 185,219 CHF |
| Spreads Availability Ratio | 99.31% |
| Quote Availability | 99.31% |