| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
30.05.26
21:26:31 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.440 | ||||
| Diff. absolute / % | -0.04 | -9.09% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1556377997 |
| Valor | 155637799 |
| Symbol | TER6PZ |
| Strike | 540.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 21/04/2026 |
| 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 | 0.73% |
| Leverage | 3.06 |
| Delta | 0.35 |
| Gamma | 0.00 |
| Vega | 1.11 |
| Distance to Strike | 164.91 |
| Distance to Strike in % | 43.97% |
| Average Spread | 2.45% |
| Last Best Bid Price | 0.43 CHF |
| Last Best Ask Price | 0.44 CHF |
| Last Best Bid Volume | 125,000 |
| Last Best Ask Volume | 125,000 |
| Average Buy Volume | 75,169 |
| Average Sell Volume | 75,151 |
| Average Buy Value | 30,310 CHF |
| Average Sell Value | 31,054 CHF |
| Spreads Availability Ratio | 98.69% |
| Quote Availability | 98.69% |