| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
30.04.26
20:08:39 |
|
1.280
|
1.290
|
CHF |
| Volume |
50,000
|
50,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.290 | ||||
| Diff. absolute / % | -0.05 | -3.47% | |||
| Last Price | 1.970 | 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 | CH1478470904 |
| Valor | 147847090 |
| Symbol | PANV9Z |
| Strike | 200.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/09/2025 |
| 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 | 1.22 |
| Time value | 0.16 |
| Implied volatility | 0.30% |
| Leverage | 3.85 |
| Delta | -0.61 |
| Gamma | 0.01 |
| Vega | 0.42 |
| Distance to Strike | -24.40 |
| Distance to Strike in % | -13.89% |
| Average Spread | 0.78% |
| Last Best Bid Price | 1.30 CHF |
| Last Best Ask Price | 1.31 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 29,087 |
| Average Sell Volume | 29,044 |
| Average Buy Value | 37,204 CHF |
| Average Sell Value | 37,438 CHF |
| Spreads Availability Ratio | 98.81% |
| Quote Availability | 98.81% |