| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
02.04.26
21:59:09 |
|
0.660
|
0.670
|
CHF |
| Volume |
100,000
|
100,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.660 | ||||
| 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 | CH1530918825 |
| Valor | 153091882 |
| Symbol | VZ0H0Z |
| Strike | 50.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/02/2026 |
| 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 | 0.57 |
| Gamma | 0.06 |
| Vega | 0.17 |
| Distance to Strike | 0.62 |
| Distance to Strike in % | 1.26% |
| Average Spread | 1.39% |
| Last Best Bid Price | 0.66 CHF |
| Last Best Ask Price | 0.67 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 46,990 |
| Average Sell Volume | 46,880 |
| Average Buy Value | 33,154 CHF |
| Average Sell Value | 33,545 CHF |
| Spreads Availability Ratio | 98.24% |
| Quote Availability | 98.24% |