| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.12.25
07:59:43 |
|
0.100
|
0.110
|
CHF |
| Volume |
500,000
|
500,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.100 | ||||
| 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 | CH1463127360 |
| Valor | 146312736 |
| Symbol | SX7WGZ |
| Strike | 200.00 Points |
| Type | Warrants |
| Type | Bear |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 07/08/2025 |
| 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 |
| Implied volatility | 0.33% |
| Leverage | 1.80 |
| Delta | -0.03 |
| Gamma | 0.00 |
| Vega | 0.12 |
| Distance to Strike | 51.27 |
| Distance to Strike in % | 20.40% |
| Average Spread | 9.61% |
| Last Best Bid Price | 0.11 CHF |
| Last Best Ask Price | 0.12 CHF |
| Last Best Bid Volume | 475,000 |
| Last Best Ask Volume | 475,000 |
| Average Buy Volume | 525,000 |
| Average Sell Volume | 387,500 |
| Average Buy Value | 52,000 CHF |
| Average Sell Value | 43,500 CHF |
| Spreads Availability Ratio | 19.67% |
| Quote Availability | 57.96% |