| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
10.09.26
16:36:51 |
|
0.760
|
0.770
|
CHF |
| Volume |
75,000
|
75,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.710 | ||||
| Diff. absolute / % | 0.04 | +5.63% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1556422561 |
| Valor | 155642256 |
| Symbol | LIN3CZ |
| Strike | 480.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 09/06/2026 |
| Date of maturity | 25/01/2027 |
| Last trading day | 15/01/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.34 |
| Time value | 0.38 |
| Implied volatility | 0.22% |
| Leverage | 9.56 |
| Delta | -0.59 |
| Gamma | 0.01 |
| Vega | 1.03 |
| Distance to Strike | -13.53 |
| Distance to Strike in % | -2.90% |
| Average Spread | 1.42% |
| Last Best Bid Price | 0.73 CHF |
| Last Best Ask Price | 0.74 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 44,005 |
| Average Sell Volume | 44,005 |
| Average Buy Value | 30,930 CHF |
| Average Sell Value | 31,370 CHF |
| Spreads Availability Ratio | 98.87% |
| Quote Availability | 98.87% |