| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
14.04.26
22:15:02 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.270 | ||||
| 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 | CH1463112784 |
| Valor | 146311278 |
| Symbol | JPYEBZ |
| Strike | 0.005 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 0.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 10/07/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.17 |
| Time value | 0.10 |
| Implied volatility | 0.11% |
| Leverage | 25.89 |
| Delta | -0.71 |
| Gamma | 2,227.47 |
| Vega | 0.00 |
| Distance to Strike | -0.00 |
| Distance to Strike in % | -1.70% |
| Average Spread | 4.21% |
| Last Best Bid Price | 0.25 CHF |
| Last Best Ask Price | 0.26 CHF |
| Last Best Bid Volume | 200,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 223,190 |
| Average Sell Volume | 223,190 |
| Average Buy Value | 51,878 CHF |
| Average Sell Value | 54,110 CHF |
| Spreads Availability Ratio | 99.93% |
| Quote Availability | 99.93% |