| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.12.25
14:54:45 |
|
1.110
|
1.120
|
CHF |
| Volume |
25,000
|
25,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.140 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1414893532 |
| Valor | 141489353 |
| Symbol | CRM4SZ |
| Strike | 300.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 28/01/2025 |
| 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 | Clean |
| Issuer | Zürcher Kantonalbank |
| Delta | -0.94 |
| Gamma | 0.01 |
| Vega | 0.13 |
| Distance to Strike | -52.38 |
| Distance to Strike in % | -21.15% |
| Average Spread | 0.74% |
| Last Best Bid Price | 1.36 CHF |
| Last Best Ask Price | 1.37 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 16,808 |
| Average Sell Volume | 16,808 |
| Average Buy Value | 22,743 CHF |
| Average Sell Value | 22,911 CHF |
| Spreads Availability Ratio | 10.96% |
| Quote Availability | 109.96% |