| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.02.26
23:48:47 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.090 | ||||
| Diff. absolute / % | -0.01 | -10.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1530929772 |
| Valor | 153092977 |
| Symbol | V0UE9Z |
| Strike | 330.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 13/02/2026 |
| Date of maturity | 27/03/2026 |
| Last trading day | 20/03/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.22% |
| Leverage | 30.26 |
| Delta | 0.38 |
| Gamma | 0.02 |
| Vega | 0.34 |
| Distance to Strike | 9.01 |
| Distance to Strike in % | 2.81% |
| Average Spread | 11.43% |
| 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 | 299,325 |
| Average Sell Volume | 224,322 |
| Average Buy Value | 28,220 CHF |
| Average Sell Value | 23,912 CHF |
| Spreads Availability Ratio | 98.55% |
| Quote Availability | 98.55% |