| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.04.26
13:38:49 |
|
0.065
|
0.075
|
CHF |
| Volume |
775,000
|
400,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.085 | ||||
| Diff. absolute / % | -0.02 | -23.53% | |||
| Last Price | 0.150 | Volume | 100,000 | |
| Time | 09:18:16 | Date | 27/03/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1463105622 |
| Valor | 146310562 |
| Symbol | AMSEHZ |
| Strike | 9.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 27/06/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.92% |
| Leverage | 3.28 |
| Delta | -0.21 |
| Gamma | 0.10 |
| Vega | 0.01 |
| Distance to Strike | 1.75 |
| Distance to Strike in % | 16.28% |
| Average Spread | 12.69% |
| Last Best Bid Price | 0.08 CHF |
| Last Best Ask Price | 0.09 CHF |
| Last Best Bid Volume | 675,000 |
| Last Best Ask Volume | 350,000 |
| Average Buy Volume | 685,760 |
| Average Sell Volume | 355,386 |
| Average Buy Value | 50,604 CHF |
| Average Sell Value | 29,780 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |