| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
20.05.26
10:01:30 |
|
0.060
|
0.070
|
CHF |
| Volume |
425,000
|
213,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.060 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1507459449 |
| Valor | 150745944 |
| Symbol | LINFHZ |
| Strike | 380.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/12/2025 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.35% |
| Leverage | 1.35 |
| Delta | -0.01 |
| Gamma | 0.00 |
| Vega | 0.05 |
| Distance to Strike | 126.07 |
| Distance to Strike in % | 24.91% |
| Average Spread | 17.15% |
| Last Best Bid Price | 0.06 CHF |
| Last Best Ask Price | 0.07 CHF |
| Last Best Bid Volume | 850,000 |
| Last Best Ask Volume | 425,000 |
| Average Buy Volume | 528,677 |
| Average Sell Volume | 210,529 |
| Average Buy Value | 28,653 CHF |
| Average Sell Value | 13,749 CHF |
| Spreads Availability Ratio | 96.81% |
| Quote Availability | 96.81% |