| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.02.26
17:14:33 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.900 | ||||
| Diff. absolute / % | -0.04 | -4.26% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1414903091 |
| Valor | 141490309 |
| Symbol | CRWOVZ |
| Strike | 450.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 17/02/2025 |
| 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 |
| Intrinsic value | 0.58 |
| Time value | 0.22 |
| Implied volatility | 0.40% |
| Leverage | 8.01 |
| Delta | -0.60 |
| Gamma | 0.01 |
| Vega | 0.46 |
| Distance to Strike | -23.39 |
| Distance to Strike in % | -5.48% |
| Average Spread | 1.15% |
| Last Best Bid Price | 0.89 CHF |
| Last Best Ask Price | 0.90 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 31,934 |
| Average Sell Volume | 31,344 |
| Average Buy Value | 31,738 CHF |
| Average Sell Value | 31,467 CHF |
| Spreads Availability Ratio | 99.65% |
| Quote Availability | 99.65% |