| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
01.02.26
08:26:00 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.960 | ||||
| Diff. absolute / % | 0.04 | +4.71% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1478474435 |
| Valor | 147847443 |
| Symbol | APPUAZ |
| Strike | 600.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 10/09/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 18/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.71 |
| Time value | 0.33 |
| Implied volatility | 0.51% |
| Leverage | 2.89 |
| Delta | -0.57 |
| Gamma | 0.00 |
| Vega | 1.28 |
| Distance to Strike | -71.10 |
| Distance to Strike in % | -13.44% |
| Average Spread | 1.00% |
| Last Best Bid Price | 1.00 CHF |
| Last Best Ask Price | 1.01 CHF |
| Last Best Bid Volume | 13,000 |
| Last Best Ask Volume | 13,000 |
| Average Buy Volume | 16,936 |
| Average Sell Volume | 16,942 |
| Average Buy Value | 16,810 CHF |
| Average Sell Value | 16,986 CHF |
| Spreads Availability Ratio | 98.35% |
| Quote Availability | 98.35% |