| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
01.02.26
11:51:55 |
|
-
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-
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CHF |
| Volume |
-
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-
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.050 | ||||
| Diff. absolute / % | -0.01 | -16.67% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1463127956 |
| Valor | 146312795 |
| Symbol | JPM9HZ |
| Strike | 270.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 07/08/2025 |
| Date of maturity | 27/03/2026 |
| Last trading day | 20/03/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.31% |
| Leverage | 14.69 |
| Delta | -0.08 |
| Gamma | 0.00 |
| Vega | 0.16 |
| Distance to Strike | 36.84 |
| Distance to Strike in % | 12.01% |
| Average Spread | 18.81% |
| Last Best Bid Price | 0.05 CHF |
| Last Best Ask Price | 0.06 CHF |
| Last Best Bid Volume | 250,000 |
| Last Best Ask Volume | 63,000 |
| Average Buy Volume | 249,287 |
| Average Sell Volume | 65,207 |
| Average Buy Value | 12,039 CHF |
| Average Sell Value | 3,817 CHF |
| Spreads Availability Ratio | 98.33% |
| Quote Availability | 98.33% |