| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
14:04:27 |
|
0.420
|
0.430
|
CHF |
| Volume |
63,000
|
63,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.400 | ||||
| Diff. absolute / % | 0.02 | +5.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1572898851 |
| Valor | 157289885 |
| Symbol | SCCFHZ |
| Strike | 160.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 10/06/2026 |
| Date of maturity | 25/01/2027 |
| Last trading day | 15/01/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.61% |
| Leverage | 2.73 |
| Delta | -0.31 |
| Gamma | 0.00 |
| Vega | 0.47 |
| Distance to Strike | 18.92 |
| Distance to Strike in % | 10.57% |
| Average Spread | 2.56% |
| Last Best Bid Price | 0.40 CHF |
| Last Best Ask Price | 0.41 CHF |
| Last Best Bid Volume | 125,000 |
| Last Best Ask Volume | 125,000 |
| Average Buy Volume | 81,901 |
| Average Sell Volume | 81,901 |
| Average Buy Value | 31,762 CHF |
| Average Sell Value | 32,581 CHF |
| Spreads Availability Ratio | 98.90% |
| Quote Availability | 98.90% |