| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
13.11.26
22:13:50 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.550 | ||||
| Diff. absolute / % | 0.16 | +29.09% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1572942741 |
| Valor | 157294274 |
| Symbol | GLW84Z |
| Strike | 120.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 29/07/2026 |
| Date of maturity | 25/01/2027 |
| Last trading day | 15/01/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.37 |
| Time value | 0.31 |
| Implied volatility | 0.53% |
| Leverage | 4.13 |
| Delta | -0.50 |
| Gamma | 0.01 |
| Vega | 0.19 |
| Distance to Strike | -7.33 |
| Distance to Strike in % | -6.51% |
| Average Spread | 1.72% |
| Last Best Bid Price | 0.54 CHF |
| Last Best Ask Price | 0.55 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 58,181 |
| Average Sell Volume | 58,181 |
| Average Buy Value | 33,615 CHF |
| Average Sell Value | 34,197 CHF |
| Spreads Availability Ratio | 98.64% |
| Quote Availability | 98.64% |