| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
23.06.26
22:01:16 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.110 | ||||
| Diff. absolute / % | -0.03 | -2.70% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1530923957 |
| Valor | 153092395 |
| Symbol | TEMHIZ |
| Strike | 70.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 20.00 |
| 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 |
| Intrinsic value | 1.06 |
| Time value | 0.05 |
| Implied volatility | 0.51% |
| Leverage | 1.30 |
| Delta | -0.59 |
| Gamma | 0.01 |
| Vega | 0.14 |
| Distance to Strike | -21.24 |
| Distance to Strike in % | -43.56% |
| Average Spread | 0.94% |
| Last Best Bid Price | 1.09 CHF |
| Last Best Ask Price | 1.10 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 29,144 |
| Average Sell Volume | 29,144 |
| Average Buy Value | 30,849 CHF |
| Average Sell Value | 31,141 CHF |
| Spreads Availability Ratio | 98.95% |
| Quote Availability | 98.95% |