| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.06.26
22:10:45 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 3.250 | ||||
| Diff. absolute / % | 0.10 | +3.08% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1539177654 |
| Valor | 153917765 |
| Symbol | BE0IBZ |
| Strike | 250.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 16/04/2026 |
| 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 | 1.09% |
| Leverage | 1.20 |
| Delta | -0.27 |
| Gamma | 0.00 |
| Vega | 0.77 |
| Distance to Strike | 47.19 |
| Distance to Strike in % | 15.88% |
| Average Spread | 0.30% |
| Last Best Bid Price | 3.25 CHF |
| Last Best Ask Price | 3.26 CHF |
| Last Best Bid Volume | 25,000 |
| Last Best Ask Volume | 25,000 |
| Average Buy Volume | 15,038 |
| Average Sell Volume | 15,066 |
| Average Buy Value | 50,124 CHF |
| Average Sell Value | 50,365 CHF |
| Spreads Availability Ratio | 96.92% |
| Quote Availability | 96.92% |