SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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05.02.25
12:53:00 |
![]() |
0.140
|
0.150
|
CHF |
Volume |
100,000
|
100,000
|
Closing prev. day | 0.130 | ||||
Diff. absolute / % | 0.01 | +7.69% |
Last Price | 0.180 | Volume | 40,000 | |
Time | 09:29:51 | Date | 27/01/2025 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305146453 |
Valor | 130514645 |
Symbol | SGS6XZ |
Strike | 90.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 16.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/03/2024 |
Date of maturity | 28/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.26% |
Leverage | 17.60 |
Delta | 0.45 |
Gamma | 0.04 |
Vega | 0.12 |
Distance to Strike | 1.64 |
Distance to Strike in % | 1.86% |
Average Spread | 8.11% |
Last Best Bid Price | 0.12 CHF |
Last Best Ask Price | 0.13 CHF |
Last Best Bid Volume | 125,000 |
Last Best Ask Volume | 125,000 |
Average Buy Volume | 125,000 |
Average Sell Volume | 125,000 |
Average Buy Value | 14,800 CHF |
Average Sell Value | 16,050 CHF |
Spreads Availability Ratio | 98.39% |
Quote Availability | 98.39% |