Call-Warrant

Symbol: USDNRZ
Underlyings: Devisen USD/CHF
ISIN: CH1446463098
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
11.09.26
22:15:00
-
-
CHF
Volume
0
0
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.050
Diff. absolute / % 0.01 +10.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1446463098
Valor 144646309
Symbol USDNRZ
Strike 0.85 CHF
Type Warrants
Type Bull
Ratio 0.05
SVSP Code 2100
Exercise type European
Currency Swiss Franc
First Trading Date 30/04/2025
Date of maturity 28/12/2026
Last trading day 18/12/2026
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name Devisen USD/CHF
ISIN XC0009652816
Price 0.81644
Date 11/09/26 22:57
Ratio 0.05

Key data

Implied volatility 0.08%
Leverage 57.22
Delta 0.18
Gamma 7.34
Vega 0.00
Distance to Strike 0.03
Distance to Strike in % 4.20%

market maker quality Date: 10/09/2026

Average Spread 19.62%
Last Best Bid Price 0.05 CHF
Last Best Ask Price 0.06 CHF
Last Best Bid Volume 1,000,000
Last Best Ask Volume 250,000
Average Buy Volume 999,723
Average Sell Volume 250,830
Average Buy Value 46,047 CHF
Average Sell Value 14,070 CHF
Spreads Availability Ratio 99.27%
Quote Availability 99.27%

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