| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
08:01:29 |
|
0.750
|
0.760
|
CHF |
| Volume |
75,000
|
75,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.790 | ||||
| Diff. absolute / % | -0.12 | -13.19% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1556378276 |
| Valor | 155637827 |
| Symbol | MCHSWZ |
| Strike | 75.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 21/04/2026 |
| 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 | 0.53% |
| Leverage | 2.91 |
| Delta | -0.24 |
| Gamma | 0.01 |
| Vega | 0.24 |
| Distance to Strike | 13.85 |
| Distance to Strike in % | 15.59% |
| Average Spread | 1.20% |
| Last Best Bid Price | 0.78 CHF |
| Last Best Ask Price | 0.79 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 75,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 62,216 CHF |
| Average Sell Value | 62,966 CHF |
| Spreads Availability Ratio | 91.84% |
| Quote Availability | 91.84% |