| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
31.05.26
01:34:41 |
|
-
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-
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CHF |
| Volume |
-
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-
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.420 | ||||
| Diff. absolute / % | -0.10 | -23.81% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1478480754 |
| Valor | 147848075 |
| Symbol | SCH7BZ |
| Strike | 90.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 23/09/2025 |
| 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 |
| Implied volatility | 0.00% |
| Leverage | 19.10 |
| Delta | -0.73 |
| Gamma | 0.07 |
| Vega | 0.07 |
| Distance to Strike | -3.48 |
| Distance to Strike in % | -4.02% |
| Average Spread | 2.39% |
| Last Best Bid Price | 0.49 CHF |
| Last Best Ask Price | 0.50 CHF |
| Last Best Bid Volume | 125,000 |
| Last Best Ask Volume | 125,000 |
| Average Buy Volume | 75,423 |
| Average Sell Volume | 75,404 |
| Average Buy Value | 31,889 CHF |
| Average Sell Value | 32,635 CHF |
| Spreads Availability Ratio | 98.71% |
| Quote Availability | 98.71% |