| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
13:34:19 |
|
0.290
|
0.300
|
CHF |
| Volume |
175,000
|
175,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.260 | ||||
| Diff. absolute / % | 0.03 | +11.54% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1530920417 |
| Valor | 153092041 |
| Symbol | RNOAIZ |
| Strike | 28.00 EUR |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 06/02/2026 |
| 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 | 0.44% |
| Leverage | 3.36 |
| Delta | -0.34 |
| Gamma | 0.04 |
| Vega | 0.09 |
| Distance to Strike | 2.87 |
| Distance to Strike in % | 9.30% |
| Average Spread | 4.01% |
| Last Best Bid Price | 0.26 CHF |
| Last Best Ask Price | 0.27 CHF |
| Last Best Bid Volume | 200,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 214,003 |
| Average Sell Volume | 213,936 |
| Average Buy Value | 52,234 CHF |
| Average Sell Value | 54,358 CHF |
| Spreads Availability Ratio | 98.02% |
| Quote Availability | 98.02% |