| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
12:59:06 |
|
0.060
|
0.070
|
CHF |
| Volume |
475,000
|
425,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.055 | ||||
| Diff. absolute / % | 0.01 | +9.09% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1507472202 |
| Valor | 150747220 |
| Symbol | COT6WZ |
| Strike | 220.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 06/01/2026 |
| Date of maturity | 29/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.67% |
| Leverage | 2.27 |
| Delta | -0.03 |
| Gamma | 0.00 |
| Vega | 0.21 |
| Distance to Strike | 173.20 |
| Distance to Strike in % | 44.05% |
| Average Spread | 16.04% |
| Last Best Bid Price | 0.06 CHF |
| Last Best Ask Price | 0.07 CHF |
| Last Best Bid Volume | 575,000 |
| Last Best Ask Volume | 475,000 |
| Average Buy Volume | 549,422 |
| Average Sell Volume | 429,321 |
| Average Buy Value | 31,500 CHF |
| Average Sell Value | 29,041 CHF |
| Spreads Availability Ratio | 95.78% |
| Quote Availability | 95.78% |