| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
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Price
13.09.26
22:15:12 |
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CHF |
| Volume |
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| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 1.170 | ||||
| Diff. absolute / % | 0.01 | +0.87% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1507451347 |
| Valor | 150745134 |
| Symbol | VOWWMZ |
| Strike | 92.00 EUR |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 19/11/2025 |
| Date of maturity | 29/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 1.18 |
| Time value | 0.01 |
| Leverage | 4.96 |
| Delta | -0.74 |
| Gamma | 0.02 |
| Vega | 0.13 |
| Distance to Strike | -11.82 |
| Distance to Strike in % | -14.74% |
| Average Spread | 0.90% |
| Last Best Bid Price | 1.15 CHF |
| Last Best Ask Price | 1.16 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 50,000 |
| Average Sell Volume | 50,000 |
| Average Buy Value | 55,110 CHF |
| Average Sell Value | 55,610 CHF |
| Spreads Availability Ratio | 87.54% |
| Quote Availability | 87.54% |