| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
08:31:08 |
|
0.490
|
0.500
|
CHF |
| Volume |
69,000
|
69,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.500 | ||||
| Diff. absolute / % | -0.10 | -16.67% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1572901234 |
| Valor | 157290123 |
| Symbol | FSL7HZ |
| Strike | 250.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 12/06/2026 |
| 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 | 0.09 |
| Time value | 0.41 |
| Implied volatility | 0.65% |
| Leverage | 2.29 |
| Delta | -0.48 |
| Gamma | 0.01 |
| Vega | 0.75 |
| Distance to Strike | -9.29 |
| Distance to Strike in % | -3.86% |
| Average Spread | 3.57% |
| Last Best Bid Price | 0.55 CHF |
| Last Best Ask Price | 0.57 CHF |
| Last Best Bid Volume | 57,000 |
| Last Best Ask Volume | 45,000 |
| Average Buy Volume | 57,000 |
| Average Sell Volume | 45,000 |
| Average Buy Value | 31,327 CHF |
| Average Sell Value | 25,632 CHF |
| Spreads Availability Ratio | 98.83% |
| Quote Availability | 98.83% |