| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.02.26
17:17:37 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.095 | ||||
| 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 | CH1446475035 |
| Valor | 144647503 |
| Symbol | MRVV4Z |
| Strike | 60.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/05/2025 |
| Date of maturity | 27/03/2026 |
| Last trading day | 20/03/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.85% |
| Leverage | 0.41 |
| Delta | -0.00 |
| Gamma | 0.00 |
| Vega | 0.00 |
| Distance to Strike | 19.86 |
| Distance to Strike in % | 24.86% |
| Average Spread | 13.41% |
| Last Best Bid Price | 0.08 CHF |
| Last Best Ask Price | 0.09 CHF |
| Last Best Bid Volume | 625,000 |
| Last Best Ask Volume | 325,000 |
| Average Buy Volume | 345,103 |
| Average Sell Volume | 174,183 |
| Average Buy Value | 27,954 CHF |
| Average Sell Value | 15,962 CHF |
| Spreads Availability Ratio | 98.70% |
| Quote Availability | 98.70% |