| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.12.25
15:16:26 |
|
0.400
|
0.410
|
CHF |
| Volume |
125,000
|
125,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.400 | ||||
| Diff. absolute / % | 0.01 | +3.03% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1463127451 |
| Valor | 146312745 |
| Symbol | SX7S2Z |
| Strike | 250.00 Points |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 07/08/2025 |
| Date of maturity | 27/03/2026 |
| Last trading day | 20/03/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.14 |
| Time value | 0.27 |
| Implied volatility | 0.25% |
| Leverage | 10.12 |
| Delta | 0.65 |
| Gamma | 0.02 |
| Vega | 0.48 |
| Distance to Strike | -5.74 |
| Distance to Strike in % | -2.24% |
| Average Spread | 2.73% |
| Last Best Bid Price | 0.39 CHF |
| Last Best Ask Price | 0.40 CHF |
| Last Best Bid Volume | 150,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 150,000 |
| Average Sell Volume | 150,000 |
| Average Buy Value | 54,260 CHF |
| Average Sell Value | 55,760 CHF |
| Spreads Availability Ratio | 10.25% |
| Quote Availability | 110.02% |