| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.10.26
01:54:07 |
|
-
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-
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CHF |
| Volume |
-
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-
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 2.330 | ||||
| Diff. absolute / % | -0.02 | -0.86% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1530923643 |
| Valor | 153092364 |
| Symbol | RBL4VZ |
| Strike | 70.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 10/02/2026 |
| 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 |
| Leverage | 1.65 |
| Delta | -0.88 |
| Gamma | 0.02 |
| Vega | 0.05 |
| Distance to Strike | -26.83 |
| Distance to Strike in % | -62.15% |
| Average Spread | 0.41% |
| Last Best Bid Price | 2.42 CHF |
| Last Best Ask Price | 2.43 CHF |
| Last Best Bid Volume | 25,000 |
| Last Best Ask Volume | 25,000 |
| Average Buy Volume | 14,965 |
| Average Sell Volume | 14,965 |
| Average Buy Value | 36,359 CHF |
| Average Sell Value | 36,509 CHF |
| Spreads Availability Ratio | 98.94% |
| Quote Availability | 98.94% |