| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
13.09.26
19:39:19 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.360 | ||||
| Diff. absolute / % | -0.01 | -2.78% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1572926579 |
| Valor | 157292657 |
| Symbol | SNPPOZ |
| Strike | 450.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 200.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 09/07/2026 |
| 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 | 0.25 |
| Time value | 0.10 |
| Implied volatility | 0.40% |
| Leverage | 2.99 |
| Delta | -0.52 |
| Gamma | 0.00 |
| Vega | 1.14 |
| Distance to Strike | -50.60 |
| Distance to Strike in % | -12.67% |
| Average Spread | 2.82% |
| Last Best Bid Price | 0.35 CHF |
| Last Best Ask Price | 0.36 CHF |
| Last Best Bid Volume | 150,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 87,264 |
| Average Sell Volume | 87,264 |
| Average Buy Value | 30,579 CHF |
| Average Sell Value | 31,452 CHF |
| Spreads Availability Ratio | 98.97% |
| Quote Availability | 98.97% |