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Put-Warrant
Symbol:
PEPHYZ
ISIN:
CH1608319922
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
13.11.26
17:24:34 |
|
0.120
|
0.130
|
CHF |
| Volume |
425,000
|
425,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.140 | ||||
| Diff. absolute / % | -0.03 | -21.43% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1608319922 |
| Valor | 160831992 |
| Symbol | PEPHYZ |
| Strike | 135.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 26/10/2026 |
| 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 |
Underlyings
| Name | PepsiCo Inc. |
| ISIN | US7134481081 |
| Price |
130.76 EUR
|
| Date | 13/11/26 17:42 |
| Ratio | 20.00 |
Key data
| Implied volatility | 0.25% |
| Leverage | 16.51 |
| Delta | -0.28 |
| Gamma | 0.02 |
| Vega | 0.20 |
| Distance to Strike | 7.28 |
| Distance to Strike in % | 5.12% |
market maker quality Date: 12/11/2026
| Average Spread | 8.19% |
| Last Best Bid Price | 0.13 CHF |
| Last Best Ask Price | 0.14 CHF |
| Last Best Bid Volume | 400,000 |
| Last Best Ask Volume | 400,000 |
| Average Buy Volume | 253,442 |
| Average Sell Volume | 253,442 |
| Average Buy Value | 29,982 CHF |
| Average Sell Value | 32,516 CHF |
| Spreads Availability Ratio | 98.69% |
| Quote Availability | 98.69% |
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