| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
10:21:56 |
|
1.470
|
1.480
|
CHF |
| Volume |
25,000
|
25,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.520 | ||||
| Diff. absolute / % | -0.05 | -3.29% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1478471357 |
| Valor | 147847135 |
| Symbol | SMCMZZ |
| Strike | 45.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| 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 |
| Leverage | 1.58 |
| Delta | -0.88 |
| Gamma | 0.03 |
| Vega | 0.03 |
| Distance to Strike | -18.27 |
| Distance to Strike in % | -68.35% |
| Average Spread | 0.67% |
| Last Best Bid Price | 1.51 CHF |
| Last Best Ask Price | 1.52 CHF |
| Last Best Bid Volume | 25,000 |
| Last Best Ask Volume | 25,000 |
| Average Buy Volume | 23,658 |
| Average Sell Volume | 23,606 |
| Average Buy Value | 35,171 CHF |
| Average Sell Value | 35,327 CHF |
| Spreads Availability Ratio | 90.67% |
| Quote Availability | 90.67% |