| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
10:01:34 |
|
0.120
|
0.130
|
CHF |
| Volume |
213,000
|
213,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.150 | ||||
| Diff. absolute / % | -0.03 | -20.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1463106570 |
| Valor | 146310657 |
| Symbol | MRVD3Z |
| Strike | 85.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| 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 |
| Implied volatility | 0.97% |
| Leverage | 1.85 |
| Delta | -0.01 |
| Gamma | 0.00 |
| Vega | 0.01 |
| Distance to Strike | 80.49 |
| Distance to Strike in % | 48.64% |
| Average Spread | 6.39% |
| Last Best Bid Price | 0.15 CHF |
| Last Best Ask Price | 0.16 CHF |
| Last Best Bid Volume | 350,000 |
| Last Best Ask Volume | 350,000 |
| Average Buy Volume | 189,796 |
| Average Sell Volume | 189,279 |
| Average Buy Value | 28,753 CHF |
| Average Sell Value | 30,568 CHF |
| Spreads Availability Ratio | 90.63% |
| Quote Availability | 90.63% |