| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
19.04.26
14:07:37 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.530 | ||||
| Diff. absolute / % | -0.06 | -11.32% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1463126743 |
| Valor | 146312674 |
| Symbol | IBMMOZ |
| Strike | 250.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 06/08/2025 |
| 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 |
| Implied volatility | 0.35% |
| Leverage | 5.39 |
| Delta | -0.41 |
| Gamma | 0.01 |
| Vega | 0.64 |
| Distance to Strike | 3.89 |
| Distance to Strike in % | 1.53% |
| Average Spread | 1.83% |
| Last Best Bid Price | 0.53 CHF |
| Last Best Ask Price | 0.54 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 57,075 |
| Average Sell Volume | 56,975 |
| Average Buy Value | 30,847 CHF |
| Average Sell Value | 31,363 CHF |
| Spreads Availability Ratio | 94.64% |
| Quote Availability | 94.64% |