| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
13:11:38 |
|
0.220
|
0.230
|
CHF |
| Volume |
175,000
|
175,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.210 | ||||
| Diff. absolute / % | 0.01 | +4.76% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1534667295 |
| Valor | 153466729 |
| Symbol | ARMKFZ |
| Strike | 140.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 26/03/2026 |
| 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 |
| Implied volatility | 0.74% |
| Leverage | 4.99 |
| Delta | -0.09 |
| Gamma | 0.00 |
| Vega | 0.25 |
| Distance to Strike | 103.49 |
| Distance to Strike in % | 42.50% |
| Average Spread | 5.07% |
| Last Best Bid Price | 0.20 CHF |
| Last Best Ask Price | 0.21 CHF |
| Last Best Bid Volume | 400,000 |
| Last Best Ask Volume | 400,000 |
| Average Buy Volume | 246,714 |
| Average Sell Volume | 246,712 |
| Average Buy Value | 47,670 CHF |
| Average Sell Value | 50,137 CHF |
| Spreads Availability Ratio | 98.13% |
| Quote Availability | 98.13% |