| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
01.04.26
15:58:23 |
|
0.560
|
0.570
|
CHF |
| Volume |
100,000
|
100,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.500 | ||||
| Diff. absolute / % | 0.05 | +10.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1491119850 |
| Valor | 149111985 |
| Symbol | SX7H7Z |
| Strike | 230.00 Points |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 20/10/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.22 |
| Time value | 0.35 |
| Implied volatility | 0.41% |
| Leverage | 6.80 |
| Delta | 0.65 |
| Gamma | 0.01 |
| Vega | 0.41 |
| Distance to Strike | -8.89 |
| Distance to Strike in % | -3.72% |
| Average Spread | 2.28% |
| Last Best Bid Price | 0.44 CHF |
| Last Best Ask Price | 0.45 CHF |
| Last Best Bid Volume | 125,000 |
| Last Best Ask Volume | 125,000 |
| Average Buy Volume | 125,000 |
| Average Sell Volume | 125,000 |
| Average Buy Value | 54,252 CHF |
| Average Sell Value | 55,502 CHF |
| Spreads Availability Ratio | 99.93% |
| Quote Availability | 99.93% |