| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.04.26
10:02:28 |
|
0.120
|
0.130
|
CHF |
| Volume |
213,000
|
213,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.130 | ||||
| Diff. absolute / % | -0.01 | -7.69% | |||
| Last Price | 0.220 | Volume | 4,545 | |
| Time | 20:55:31 | Date | 27/03/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1414918743 |
| Valor | 141491874 |
| Symbol | CRW87Z |
| Strike | 350.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 26/03/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 18/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.52% |
| Leverage | 8.21 |
| Delta | -0.25 |
| Gamma | 0.00 |
| Vega | 0.53 |
| Distance to Strike | 48.70 |
| Distance to Strike in % | 12.21% |
| Average Spread | 8.13% |
| Last Best Bid Price | 0.12 CHF |
| Last Best Ask Price | 0.13 CHF |
| Last Best Bid Volume | 425,000 |
| Last Best Ask Volume | 425,000 |
| Average Buy Volume | 253,525 |
| Average Sell Volume | 253,368 |
| Average Buy Value | 29,777 CHF |
| Average Sell Value | 32,293 CHF |
| Spreads Availability Ratio | 97.00% |
| Quote Availability | 97.00% |