| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
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Price
23.02.26
00:30:45 |
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CHF |
| Volume |
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| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.095 | ||||
| Diff. absolute / % | 0.01 | +11.11% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1415399190 |
| Valor | 141539919 |
| Symbol | SRAMWZ |
| Strike | 20.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 26/03/2025 |
| Date of maturity | 27/03/2026 |
| Last trading day | 20/03/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.52% |
| Leverage | 8.39 |
| Delta | -0.33 |
| Gamma | 0.26 |
| Vega | 0.02 |
| Distance to Strike | 0.58 |
| Distance to Strike in % | 2.82% |
| Average Spread | 10.18% |
| Last Best Bid Price | 0.09 CHF |
| Last Best Ask Price | 0.10 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 75,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 7,012 CHF |
| Average Sell Value | 7,762 CHF |
| Spreads Availability Ratio | 99.97% |
| Quote Availability | 99.97% |