| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
14:20:41 |
|
0.045
|
0.055
|
CHF |
| Volume |
500,000
|
250,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.050 | ||||
| Diff. absolute / % | -0.01 | -10.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1415404834 |
| Valor | 141540483 |
| Symbol | TEML9Z |
| Strike | 60.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| 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 | 0.53% |
| Leverage | 8.43 |
| Delta | -0.10 |
| Gamma | 0.01 |
| Vega | 0.05 |
| Distance to Strike | 14.15 |
| Distance to Strike in % | 19.08% |
| Average Spread | 22.38% |
| Last Best Bid Price | 0.05 CHF |
| Last Best Ask Price | 0.06 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 598,434 |
| Average Sell Volume | 259,246 |
| Average Buy Value | 23,698 CHF |
| Average Sell Value | 13,195 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |