| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
02.04.26
21:55:08 |
|
0.210 %
|
0.220 %
|
CHF |
| Volume |
250,000
|
250,000
|
nominal | |
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.210 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1530942924 |
| Valor | 153094292 |
| Symbol | VZ032Z |
| Strike | 60.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 09/03/2026 |
| 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 |
| Delta | 0.11 |
| Gamma | 0.03 |
| Vega | 0.08 |
| Distance to Strike | 10.62 |
| Distance to Strike in % | 21.51% |
| Average Spread | 4.08% |
| Last Best Bid Price | 0.21 CHF |
| Last Best Ask Price | 0.22 CHF |
| Last Best Bid Volume | 250,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 128,110 |
| Average Sell Volume | 127,852 |
| Average Buy Value | 29,993 CHF |
| Average Sell Value | 31,210 CHF |
| Spreads Availability Ratio | 98.20% |
| Quote Availability | 98.20% |