| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
26.07.26
14:25:31 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.560 | ||||
| Diff. absolute / % | -0.01 | -1.79% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1478485688 |
| Valor | 147848568 |
| Symbol | JPY2JZ |
| Strike | 0.0052 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 0.00 |
| SVSP Code | 2100 |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 25/09/2025 |
| Date of maturity | 28/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.42 |
| Time value | 0.13 |
| Implied volatility | 0.12% |
| Leverage | 16.39 |
| Delta | -0.90 |
| Gamma | 1,117.06 |
| Vega | 0.00 |
| Distance to Strike | -0.00 |
| Distance to Strike in % | -4.24% |
| Average Spread | 1.80% |
| Last Best Bid Price | 0.56 CHF |
| Last Best Ask Price | 0.57 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 75,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 41,410 CHF |
| Average Sell Value | 42,160 CHF |
| Spreads Availability Ratio | 99.26% |
| Quote Availability | 99.26% |