| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
12:34:57 |
|
0.370
|
0.380
|
CHF |
| Volume |
75,000
|
75,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.440 | ||||
| Diff. absolute / % | -0.07 | -15.91% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1572925191 |
| Valor | 157292519 |
| Symbol | ALBH2Z |
| Strike | 135.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 07/07/2026 |
| 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 |
| Implied volatility | 0.49% |
| Leverage | 3.33 |
| Delta | -0.34 |
| Gamma | 0.01 |
| Vega | 0.40 |
| Distance to Strike | 8.32 |
| Distance to Strike in % | 5.81% |
| Average Spread | 2.48% |
| Last Best Bid Price | 0.38 CHF |
| Last Best Ask Price | 0.39 CHF |
| Last Best Bid Volume | 150,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 79,147 |
| Average Sell Volume | 79,147 |
| Average Buy Value | 31,236 CHF |
| Average Sell Value | 32,027 CHF |
| Spreads Availability Ratio | 97.95% |
| Quote Availability | 97.95% |