| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.04.26
11:25:59 |
|
0.170
|
0.180
|
CHF |
| Volume |
263,000
|
263,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.200 | ||||
| Diff. absolute / % | -0.03 | -15.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1446486651 |
| Valor | 144648665 |
| Symbol | AVGS7Z |
| Strike | 220.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 12/06/2025 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.59% |
| Leverage | 2.20 |
| Delta | -0.02 |
| Gamma | 0.00 |
| Vega | 0.12 |
| Distance to Strike | 160.76 |
| Distance to Strike in % | 42.22% |
| Average Spread | 5.02% |
| Last Best Bid Price | 0.18 CHF |
| Last Best Ask Price | 0.19 CHF |
| Last Best Bid Volume | 475,000 |
| Last Best Ask Volume | 475,000 |
| Average Buy Volume | 263,443 |
| Average Sell Volume | 263,044 |
| Average Buy Value | 50,827 CHF |
| Average Sell Value | 53,380 CHF |
| Spreads Availability Ratio | 96.97% |
| Quote Availability | 96.97% |