| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.12.25
19:29:52 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.210 | ||||
| Diff. absolute / % | - | - | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1507461163 |
| Valor | 150746116 |
| Symbol | SNPIAZ |
| Strike | 450.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 09/12/2025 |
| Date of maturity | 26/01/2026 |
| Last trading day | 16/01/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.36% |
| Leverage | 13.19 |
| Delta | -0.37 |
| Gamma | 0.01 |
| Vega | 0.52 |
| Distance to Strike | 11.69 |
| Distance to Strike in % | 2.53% |
| Average Spread | 4.08% |
| Last Best Bid Price | 0.28 CHF |
| Last Best Ask Price | 0.29 CHF |
| Last Best Bid Volume | 200,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 131,500 |
| Average Sell Volume | 131,500 |
| Average Buy Value | 34,615 CHF |
| Average Sell Value | 35,930 CHF |
| Spreads Availability Ratio | 19.67% |
| Quote Availability | 107.73% |