| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.04.26
11:12:17 |
|
2.360
|
2.370
|
CHF |
| Volume |
25,000
|
25,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 2.400 | ||||
| Diff. absolute / % | -0.04 | -1.67% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1463109210 |
| Valor | 146310921 |
| Symbol | CRW9CZ |
| Strike | 500.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 02/07/2025 |
| 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 |
| Leverage | 2.77 |
| Delta | -0.65 |
| Gamma | 0.00 |
| Vega | 0.95 |
| Distance to Strike | -101.30 |
| Distance to Strike in % | -25.41% |
| Average Spread | 0.43% |
| Last Best Bid Price | 2.37 CHF |
| Last Best Ask Price | 2.38 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 29,172 |
| Average Sell Volume | 29,131 |
| Average Buy Value | 67,286 CHF |
| Average Sell Value | 67,484 CHF |
| Spreads Availability Ratio | 97.02% |
| Quote Availability | 97.02% |