| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.10.26
01:52:25 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.610 | ||||
| Diff. absolute / % | -0.02 | -3.28% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1591469338 |
| Valor | 159146933 |
| Symbol | FSL7YZ |
| Strike | 220.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 14/09/2026 |
| 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 | 0.43 |
| Time value | 0.16 |
| Implied volatility | 0.47% |
| Leverage | 1.41 |
| Delta | -0.47 |
| Gamma | 0.00 |
| Vega | 0.80 |
| Distance to Strike | -42.92 |
| Distance to Strike in % | -24.24% |
| Average Spread | 1.67% |
| Last Best Bid Price | 0.59 CHF |
| Last Best Ask Price | 0.60 CHF |
| Last Best Bid Volume | 225,000 |
| Last Best Ask Volume | 225,000 |
| Average Buy Volume | 131,375 |
| Average Sell Volume | 131,375 |
| Average Buy Value | 78,082 CHF |
| Average Sell Value | 79,396 CHF |
| Spreads Availability Ratio | 98.86% |
| Quote Availability | 98.86% |