| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.09.26
17:35:01 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.390 | ||||
| Diff. absolute / % | -0.02 | -4.88% | |||
| Last Price | 0.510 | Volume | 1,800 | |
| Time | 12:26:57 | Date | 29/07/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1478472488 |
| Valor | 147847248 |
| Symbol | BAR1AZ |
| Strike | 1,120.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 200.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 05/09/2025 |
| Date of maturity | 29/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.37% |
| Leverage | 6.76 |
| Delta | -0.47 |
| Gamma | 0.00 |
| Vega | 2.19 |
| Distance to Strike | 8.00 |
| Distance to Strike in % | 0.71% |
| Average Spread | 2.33% |
| Last Best Bid Price | 0.41 CHF |
| Last Best Ask Price | 0.42 CHF |
| Last Best Bid Volume | 125,000 |
| Last Best Ask Volume | 125,000 |
| Average Buy Volume | 125,000 |
| Average Sell Volume | 125,000 |
| Average Buy Value | 52,939 CHF |
| Average Sell Value | 54,189 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |