| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
08:06:01 |
|
0.250
|
0.260
|
CHF |
| Volume |
50,000
|
50,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.270 | ||||
| Diff. absolute / % | 0.05 | +25.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1534676759 |
| Valor | 153467675 |
| Symbol | CRM17Z |
| Strike | 140.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 16/04/2026 |
| 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 | 0.47% |
| Leverage | 3.14 |
| Delta | -0.18 |
| Gamma | 0.00 |
| Vega | 0.39 |
| Distance to Strike | 33.41 |
| Distance to Strike in % | 19.27% |
| Average Spread | 5.01% |
| Last Best Bid Price | 0.19 CHF |
| Last Best Ask Price | 0.20 CHF |
| Last Best Bid Volume | 275,000 |
| Last Best Ask Volume | 275,000 |
| Average Buy Volume | 153,441 |
| Average Sell Volume | 153,204 |
| Average Buy Value | 29,729 CHF |
| Average Sell Value | 31,214 CHF |
| Spreads Availability Ratio | 98.69% |
| Quote Availability | 98.69% |