| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.12.25
15:37:53 |
|
0.110
|
0.120
|
CHF |
| Volume |
475,000
|
475,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.160 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1415389753 |
| Valor | 141538975 |
| Symbol | CRMZZZ |
| Strike | 240.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 15/04/2025 |
| Date of maturity | 26/01/2026 |
| Last trading day | 16/01/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Delta | -0.33 |
| Gamma | 0.02 |
| Vega | 0.31 |
| Distance to Strike | 7.62 |
| Distance to Strike in % | 3.08% |
| Average Spread | 2.94% |
| Last Best Bid Price | 0.34 CHF |
| Last Best Ask Price | 0.35 CHF |
| Last Best Bid Volume | 150,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 97,000 |
| Average Sell Volume | 97,000 |
| Average Buy Value | 32,760 CHF |
| Average Sell Value | 33,730 CHF |
| Spreads Availability Ratio | 19.67% |
| Quote Availability | 109.80% |