| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.04.26
11:12:10 |
|
1.220
|
1.230
|
CHF |
| Volume |
38,000
|
38,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.250 | ||||
| Diff. absolute / % | -0.03 | -2.40% | |||
| Last Price | 1.480 | Volume | 1,000 | |
| Time | 08:00:33 | Date | 13/04/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1478458263 |
| Valor | 147845826 |
| Symbol | CRWXDZ |
| Strike | 420.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 14/08/2025 |
| 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 |
| Intrinsic value | 0.53 |
| Time value | 0.68 |
| Implied volatility | 0.38% |
| Leverage | 3.85 |
| Delta | -0.47 |
| Gamma | 0.00 |
| Vega | 1.03 |
| Distance to Strike | -21.30 |
| Distance to Strike in % | -5.34% |
| Average Spread | 0.84% |
| Last Best Bid Price | 1.22 CHF |
| Last Best Ask Price | 1.23 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 44,029 |
| Average Sell Volume | 43,936 |
| Average Buy Value | 52,329 CHF |
| Average Sell Value | 52,658 CHF |
| Spreads Availability Ratio | 97.01% |
| Quote Availability | 97.01% |