| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.02.26
17:20:28 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.840 | ||||
| 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 | CH1463106547 |
| Valor | 146310654 |
| Symbol | MRVJCZ |
| Strike | 80.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 01/07/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 18/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.03 |
| Time value | 1.74 |
| Implied volatility | 0.52% |
| Leverage | 3.95 |
| Delta | -0.44 |
| Gamma | 0.02 |
| Vega | 0.18 |
| Distance to Strike | -0.14 |
| Distance to Strike in % | -0.18% |
| Average Spread | 0.63% |
| Last Best Bid Price | 1.81 CHF |
| Last Best Ask Price | 1.82 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 28,288 |
| Average Sell Volume | 27,729 |
| Average Buy Value | 51,818 CHF |
| Average Sell Value | 51,085 CHF |
| Spreads Availability Ratio | 98.69% |
| Quote Availability | 98.69% |