| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
10:26:05 |
|
0.240
|
0.250
|
CHF |
| Volume |
163,000
|
163,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.260 | ||||
| Diff. absolute / % | -0.02 | -7.69% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1539179650 |
| Valor | 153917965 |
| Symbol | JPM4CZ |
| Strike | 290.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 17/04/2026 |
| 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 | 0.30% |
| Leverage | 5.35 |
| Delta | -0.07 |
| Gamma | 0.00 |
| Vega | 0.33 |
| Distance to Strike | 62.63 |
| Distance to Strike in % | 17.76% |
| Average Spread | 4.10% |
| Last Best Bid Price | 0.24 CHF |
| Last Best Ask Price | 0.25 CHF |
| Last Best Bid Volume | 350,000 |
| Last Best Ask Volume | 350,000 |
| Average Buy Volume | 201,195 |
| Average Sell Volume | 201,195 |
| Average Buy Value | 48,025 CHF |
| Average Sell Value | 50,037 CHF |
| Spreads Availability Ratio | 98.85% |
| Quote Availability | 98.85% |