| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
14.04.26
22:15:02 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.860 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1478475754 |
| Valor | 147847575 |
| Symbol | JPY2YZ |
| Strike | 0.0053 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 0.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 12/09/2025 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.77 |
| Time value | 0.09 |
| Implied volatility | 0.14% |
| Leverage | 10.82 |
| Delta | -0.95 |
| Gamma | 495.13 |
| Vega | 0.00 |
| Distance to Strike | -0.00 |
| Distance to Strike in % | -7.81% |
| Average Spread | 1.23% |
| Last Best Bid Price | 0.83 CHF |
| Last Best Ask Price | 0.84 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 75,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 60,811 CHF |
| Average Sell Value | 61,561 CHF |
| Spreads Availability Ratio | 99.92% |
| Quote Availability | 99.92% |