| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
10:15:20 |
|
0.230
|
0.240
|
CHF |
| Volume |
113,000
|
113,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.240 | ||||
| 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 | CH1478468890 |
| Valor | 147846889 |
| Symbol | CRC7FZ |
| Strike | 100.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/09/2025 |
| 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 | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.80% |
| Leverage | 3.73 |
| Delta | -0.43 |
| Gamma | 0.01 |
| Vega | 0.15 |
| Distance to Strike | 0.02 |
| Distance to Strike in % | 0.02% |
| Average Spread | 4.15% |
| Last Best Bid Price | 0.24 CHF |
| Last Best Ask Price | 0.25 CHF |
| Last Best Bid Volume | 225,000 |
| Last Best Ask Volume | 225,000 |
| Average Buy Volume | 124,298 |
| Average Sell Volume | 124,328 |
| Average Buy Value | 29,410 CHF |
| Average Sell Value | 30,658 CHF |
| Spreads Availability Ratio | 90.67% |
| Quote Availability | 90.67% |