| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
18.03.26
13:27:00 |
|
0.960
|
0.970
|
CHF |
| Volume |
75,000
|
75,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 1.010 | ||||
| Diff. absolute / % | -0.04 | -3.96% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1446484144 |
| Valor | 144648414 |
| Symbol | SCHKMZ |
| Strike | 280.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 19.91 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 05/06/2025 |
| 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 |
| Intrinsic value | 0.28 |
| Time value | 0.64 |
| Implied volatility | 0.27% |
| Leverage | 9.08 |
| Delta | -0.61 |
| Gamma | 0.02 |
| Vega | 0.53 |
| Distance to Strike | -6.00 |
| Distance to Strike in % | -2.19% |
| Average Spread | 1.05% |
| Last Best Bid Price | 1.01 CHF |
| Last Best Ask Price | 1.02 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 70,420 |
| Average Sell Volume | 70,398 |
| Average Buy Value | 66,240 CHF |
| Average Sell Value | 66,921 CHF |
| Spreads Availability Ratio | 99.78% |
| Quote Availability | 99.78% |