| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.10.26
02:38:06 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.390 | ||||
| Diff. absolute / % | -0.03 | -7.69% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1539180518 |
| Valor | 153918051 |
| Symbol | CRWEXZ |
| Strike | 100.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 20/04/2026 |
| 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 |
| Intrinsic value | 0.18 |
| Time value | 0.16 |
| Implied volatility | 0.65% |
| Leverage | 2.83 |
| Delta | -0.53 |
| Gamma | 0.01 |
| Vega | 0.19 |
| Distance to Strike | -8.93 |
| Distance to Strike in % | -9.81% |
| Average Spread | 2.53% |
| Last Best Bid Price | 0.39 CHF |
| Last Best Ask Price | 0.40 CHF |
| Last Best Bid Volume | 150,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 85,937 |
| Average Sell Volume | 85,937 |
| Average Buy Value | 33,416 CHF |
| Average Sell Value | 34,276 CHF |
| Spreads Availability Ratio | 98.86% |
| Quote Availability | 98.86% |