| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
22.02.26
08:43:03 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.080 | ||||
| Diff. absolute / % | -0.01 | -5.88% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1446488194 |
| Valor | 144648819 |
| Symbol | B0U2IZ |
| Strike | 22.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 2.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 17/06/2025 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.56% |
| Leverage | 10.74 |
| Delta | -0.04 |
| Gamma | 0.00 |
| Vega | 0.03 |
| Distance to Strike | 24.48 |
| Distance to Strike in % | 52.67% |
| Average Spread | 24.71% |
| Last Best Bid Price | 0.08 CHF |
| Last Best Ask Price | 0.09 CHF |
| Last Best Bid Volume | 875,000 |
| Last Best Ask Volume | 450,000 |
| Average Buy Volume | 480,011 |
| Average Sell Volume | 238,459 |
| Average Buy Value | 31,216 CHF |
| Average Sell Value | 19,352 CHF |
| Spreads Availability Ratio | 98.61% |
| Quote Availability | 98.61% |