| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
10.04.26
10:01:25 |
|
0.580
|
0.590
|
CHF |
| Volume |
50,000
|
25,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.590 | ||||
| Diff. absolute / % | -0.01 | -1.69% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1491130261 |
| Valor | 149113026 |
| Symbol | UPSUJZ |
| Strike | 95.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 11/11/2025 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.37% |
| Leverage | 4.57 |
| Delta | -0.27 |
| Gamma | 0.02 |
| Vega | 0.22 |
| Distance to Strike | 5.76 |
| Distance to Strike in % | 5.72% |
| Average Spread | 1.61% |
| Last Best Bid Price | 0.61 CHF |
| Last Best Ask Price | 0.62 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 58,026 |
| Average Sell Volume | 57,947 |
| Average Buy Value | 35,695 CHF |
| Average Sell Value | 36,226 CHF |
| Spreads Availability Ratio | 98.07% |
| Quote Availability | 98.07% |