| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
09:20:34 |
|
0.220
|
0.230
|
CHF |
| Volume |
500,000
|
500,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.250 | ||||
| Diff. absolute / % | -0.05 | -16.67% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1414912860 |
| Valor | 141491286 |
| Symbol | NDXT6Z |
| Strike | 20,000.00 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 | 0.39% |
| Leverage | 0.38 |
| Delta | -0.00 |
| Gamma | 0.00 |
| Vega | 0.94 |
| Distance to Strike | 8,776.80 |
| Distance to Strike in % | 30.50% |
| Average Spread | 3.86% |
| Last Best Bid Price | 0.24 CHF |
| Last Best Ask Price | 0.25 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 1,000,000 |
| Average Buy Volume | 602,255 |
| Average Sell Volume | 602,255 |
| Average Buy Value | 152,424 CHF |
| Average Sell Value | 158,447 CHF |
| Spreads Availability Ratio | 99.38% |
| Quote Availability | 99.38% |