| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.02.26
22:02:05 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.070 | ||||
| Diff. absolute / % | 0.02 | +1.90% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1414916457 |
| Valor | 141491645 |
| Symbol | EURPLZ |
| Strike | 0.95 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 0.05 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 20/03/2025 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.73 |
| Time value | 0.32 |
| Implied volatility | 0.11% |
| Leverage | 15.58 |
| Delta | -0.90 |
| Gamma | 6.34 |
| Vega | 0.00 |
| Distance to Strike | -0.04 |
| Distance to Strike in % | -4.00% |
| Average Spread | 0.94% |
| Last Best Bid Price | 1.07 CHF |
| Last Best Ask Price | 1.08 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 50,000 |
| Average Sell Volume | 50,000 |
| Average Buy Value | 52,826 CHF |
| Average Sell Value | 53,326 CHF |
| Spreads Availability Ratio | 99.78% |
| Quote Availability | 99.78% |