| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.02.26
22:20:39 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.870 | ||||
| Diff. absolute / % | -0.01 | -1.14% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1530926935 |
| Valor | 153092693 |
| Symbol | QBTF8Z |
| Strike | 25.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 12/02/2026 |
| 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 | 0.61 |
| Time value | 0.26 |
| Implied volatility | 0.73% |
| Leverage | 0.85 |
| Delta | -0.39 |
| Gamma | 0.02 |
| Vega | 0.07 |
| Distance to Strike | -6.09 |
| Distance to Strike in % | -32.21% |
| Average Spread | 1.29% |
| Last Best Bid Price | 0.86 CHF |
| Last Best Ask Price | 0.87 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 42,306 |
| Average Sell Volume | 41,479 |
| Average Buy Value | 37,315 CHF |
| Average Sell Value | 37,019 CHF |
| Spreads Availability Ratio | 98.91% |
| Quote Availability | 98.91% |