| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
30.04.26
21:06:17 |
|
0.420
|
0.430
|
CHF |
| Volume |
825,000
|
825,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.490 | ||||
| Diff. absolute / % | -0.06 | -10.91% | |||
| Last Price | 0.870 | Volume | 2,000 | |
| Time | 16:14:07 | Date | 06/03/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1414912852 |
| Valor | 141491285 |
| Symbol | NDX2HZ |
| Strike | 19,000.00 Points |
| Type | Warrants |
| Type | Bear |
| Ratio | 500.00 |
| SVSP Code | 2100 |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 07/03/2025 |
| Date of maturity | 28/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.35% |
| Leverage | 0.29 |
| Delta | -0.00 |
| Gamma | 0.00 |
| Vega | 1.64 |
| Distance to Strike | 8,186.98 |
| Distance to Strike in % | 30.11% |
| Average Spread | 2.12% |
| Last Best Bid Price | 0.48 CHF |
| Last Best Ask Price | 0.49 CHF |
| Last Best Bid Volume | 725,000 |
| Last Best Ask Volume | 725,000 |
| Average Buy Volume | 449,175 |
| Average Sell Volume | 449,176 |
| Average Buy Value | 210,722 CHF |
| Average Sell Value | 215,214 CHF |
| Spreads Availability Ratio | 99.16% |
| Quote Availability | 99.16% |