| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.10.26
07:18:27 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.130 | ||||
| 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 | CH1608290370 |
| Valor | 160829037 |
| Symbol | WDAFAZ |
| Strike | 230.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 80.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 01/10/2026 |
| 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 | 0.48% |
| Leverage | 5.78 |
| Delta | 0.29 |
| Gamma | 0.01 |
| Vega | 0.34 |
| Distance to Strike | 22.94 |
| Distance to Strike in % | 11.08% |
| Average Spread | 9.04% |
| Last Best Bid Price | 0.12 CHF |
| Last Best Ask Price | 0.13 CHF |
| Last Best Bid Volume | 425,000 |
| Last Best Ask Volume | 425,000 |
| Average Buy Volume | 275,507 |
| Average Sell Volume | 275,507 |
| Average Buy Value | 29,685 CHF |
| Average Sell Value | 32,440 CHF |
| Spreads Availability Ratio | 98.20% |
| Quote Availability | 98.20% |