| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
13:08:29 |
|
0.190
|
0.200
|
CHF |
| Volume |
500,000
|
500,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.190 | ||||
| Diff. absolute / % | -0.01 | -5.26% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1478480135 |
| Valor | 147848013 |
| Symbol | INT84Z |
| Strike | 35.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 4.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/09/2025 |
| Date of maturity | 25/01/2027 |
| Last trading day | 15/01/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 1.03% |
| Leverage | 2.18 |
| Delta | -0.01 |
| Gamma | 0.00 |
| Vega | 0.03 |
| Distance to Strike | 97.35 |
| Distance to Strike in % | 73.55% |
| Average Spread | 5.41% |
| Last Best Bid Price | 0.18 CHF |
| Last Best Ask Price | 0.19 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 1,000,000 |
| Average Buy Volume | 571,825 |
| Average Sell Volume | 571,825 |
| Average Buy Value | 102,283 CHF |
| Average Sell Value | 108,001 CHF |
| Spreads Availability Ratio | 98.87% |
| Quote Availability | 98.87% |