| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.10.26
10:40:30 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.085 | ||||
| Diff. absolute / % | 0.00 | +5.88% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1591451781 |
| Valor | 159145178 |
| Symbol | TEMF6Z |
| Strike | 110.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 24/08/2026 |
| Date of maturity | 25/01/2027 |
| Last trading day | 15/01/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.88% |
| Leverage | 5.76 |
| Delta | 0.14 |
| Gamma | 0.01 |
| Vega | 0.07 |
| Distance to Strike | 45.47 |
| Distance to Strike in % | 70.46% |
| Average Spread | 10.97% |
| Last Best Bid Price | 0.09 CHF |
| Last Best Ask Price | 0.10 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 339,686 |
| Average Sell Volume | 187,201 |
| Average Buy Value | 29,608 CHF |
| Average Sell Value | 18,388 CHF |
| Spreads Availability Ratio | 98.15% |
| Quote Availability | 98.15% |