| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.12.25
08:13:29 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.340 | ||||
| Diff. absolute / % | - | - | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1507461445 |
| Valor | 150746144 |
| Symbol | SNPEBZ |
| 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 | 25/01/2027 |
| Last trading day | 15/01/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.43% |
| Leverage | 2.63 |
| Delta | -0.36 |
| Gamma | 0.00 |
| Vega | 1.79 |
| Distance to Strike | 11.69 |
| Distance to Strike in % | 2.53% |
| Average Spread | 0.80% |
| Last Best Bid Price | 1.29 CHF |
| Last Best Ask Price | 1.30 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 19,247 |
| Average Sell Volume | 19,247 |
| Average Buy Value | 24,266 CHF |
| Average Sell Value | 24,459 CHF |
| Spreads Availability Ratio | 11.83% |
| Quote Availability | 103.79% |