| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
|
Price
20.02.26
17:32:04 |
|
0.100
|
0.120
|
CHF |
| Volume |
50,000
|
50,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.120 | ||||
| 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 | CH1415404339 |
| Valor | 141540433 |
| Symbol | VON73Z |
| Strike | 60.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 07/04/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.30% |
| Leverage | 7.66 |
| Delta | -0.12 |
| Gamma | 0.02 |
| Vega | 0.08 |
| Distance to Strike | 10.20 |
| Distance to Strike in % | 14.53% |
| Average Spread | 7.28% |
| Last Best Bid Price | 0.13 CHF |
| Last Best Ask Price | 0.14 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 | 9,947 CHF |
| Average Sell Value | 10,697 CHF |
| Spreads Availability Ratio | 99.97% |
| Quote Availability | 99.97% |