| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
10:48:11 |
|
0.540
|
0.550
|
CHF |
| Volume |
238,000
|
238,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.500 | ||||
| Diff. absolute / % | 0.04 | +8.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1556409147 |
| Valor | 155640914 |
| Symbol | MRV9VZ |
| Strike | 250.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 29/05/2026 |
| Date of maturity | 30/03/2027 |
| Last trading day | 19/03/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.13 |
| Time value | 0.41 |
| Implied volatility | 0.71% |
| Leverage | 1.68 |
| Delta | -0.38 |
| Gamma | 0.00 |
| Vega | 0.68 |
| Distance to Strike | -12.92 |
| Distance to Strike in % | -5.45% |
| Average Spread | 2.04% |
| Last Best Bid Price | 0.53 CHF |
| Last Best Ask Price | 0.54 CHF |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 317,178 |
| Average Sell Volume | 317,178 |
| Average Buy Value | 155,489 CHF |
| Average Sell Value | 158,661 CHF |
| Spreads Availability Ratio | 98.74% |
| Quote Availability | 98.74% |