| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.10.26
02:35:48 |
|
-
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-
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CHF |
| Volume |
-
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-
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.930 | ||||
| Diff. absolute / % | -0.02 | -2.15% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1556416241 |
| Valor | 155641624 |
| Symbol | CRWDEZ |
| Strike | 125.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 02/06/2026 |
| Date of maturity | 28/01/2028 |
| Last trading day | 21/01/2028 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.68 |
| Time value | 0.21 |
| Implied volatility | 0.60% |
| Leverage | 1.06 |
| Delta | -0.52 |
| Gamma | 0.01 |
| Vega | 0.41 |
| Distance to Strike | -33.93 |
| Distance to Strike in % | -37.26% |
| Average Spread | 1.06% |
| Last Best Bid Price | 0.94 CHF |
| Last Best Ask Price | 0.95 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 44,064 |
| Average Sell Volume | 44,064 |
| Average Buy Value | 41,251 CHF |
| Average Sell Value | 41,691 CHF |
| Spreads Availability Ratio | 98.86% |
| Quote Availability | 98.86% |