| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
11:08:25 |
|
0.800
|
0.810
|
CHF |
| Volume |
75,000
|
75,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.840 | ||||
| Diff. absolute / % | -0.04 | -4.76% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1507451933 |
| Valor | 150745193 |
| Symbol | RMSWTZ |
| Strike | 2,000.00 EUR |
| Type | Warrants |
| Type | Bear |
| Ratio | 495.79 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 19/11/2025 |
| Date of maturity | 28/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.00% |
| Leverage | 2.92 |
| Delta | -0.75 |
| Gamma | 0.00 |
| Vega | 2.82 |
| Distance to Strike | -427.00 |
| Distance to Strike in % | -27.15% |
| Average Spread | 1.19% |
| 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 | 62,598 CHF |
| Average Sell Value | 63,348 CHF |
| Spreads Availability Ratio | 99.20% |
| Quote Availability | 99.20% |