| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
11:00:36 |
|
0.040
|
0.050
|
CHF |
| Volume |
250,000
|
250,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.050 | ||||
| Diff. absolute / % | -0.01 | -20.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1478465359 |
| Valor | 147846535 |
| Symbol | BIONZZ |
| Strike | 32.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 25/08/2025 |
| Date of maturity | 29/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.38% |
| Leverage | 2.42 |
| Delta | -0.02 |
| Gamma | 0.01 |
| Vega | 0.02 |
| Distance to Strike | 13.85 |
| Distance to Strike in % | 30.21% |
| Average Spread | 21.16% |
| Last Best Bid Price | 0.04 CHF |
| Last Best Ask Price | 0.05 CHF |
| Last Best Bid Volume | 250,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 233,660 |
| Average Sell Volume | 232,204 |
| Average Buy Value | 9,888 CHF |
| Average Sell Value | 12,159 CHF |
| Spreads Availability Ratio | 98.99% |
| Quote Availability | 98.99% |