| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
31.01.26
15:56:05 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.230 | ||||
| Diff. absolute / % | -0.01 | -4.17% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1507457492 |
| Valor | 150745749 |
| Symbol | AMAGAZ |
| Strike | 210.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 02/12/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 18/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.62% |
| Leverage | 2.63 |
| Delta | -0.04 |
| Gamma | 0.00 |
| Vega | 0.17 |
| Distance to Strike | 124.41 |
| Distance to Strike in % | 37.20% |
| Average Spread | 4.77% |
| Last Best Bid Price | 0.22 CHF |
| Last Best Ask Price | 0.23 CHF |
| Last Best Bid Volume | 63,000 |
| Last Best Ask Volume | 63,000 |
| Average Buy Volume | 63,336 |
| Average Sell Volume | 63,333 |
| Average Buy Value | 12,965 CHF |
| Average Sell Value | 13,597 CHF |
| Spreads Availability Ratio | 98.31% |
| Quote Availability | 98.31% |