| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
20.08.26
22:05:58 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.090 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | 0.240 | Volume | 2,500 | |
| Time | 15:39:22 | Date | 29/06/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1507485956 |
| Valor | 150748595 |
| Symbol | JNJRHZ |
| Strike | 220.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 25.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 27/01/2026 |
| 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 | 0.29% |
| Leverage | 5.02 |
| Delta | -0.04 |
| Gamma | 0.00 |
| Vega | 0.15 |
| Distance to Strike | 51.17 |
| Distance to Strike in % | 18.87% |
| Average Spread | 10.06% |
| Last Best Bid Price | 0.09 CHF |
| Last Best Ask Price | 0.10 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 318,904 |
| Average Sell Volume | 224,595 |
| Average Buy Value | 29,589 CHF |
| Average Sell Value | 23,524 CHF |
| Spreads Availability Ratio | 98.85% |
| Quote Availability | 98.85% |