| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.12.25
19:35:56 |
|
0.010
|
0.020
|
CHF |
| Volume |
1.00 m.
|
250,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.015 | ||||
| Diff. absolute / % | -0.01 | -15.38% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1414900055 |
| Valor | 141490005 |
| Symbol | MRK1YZ |
| Strike | 85.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 25.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 11/02/2025 |
| Date of maturity | 26/01/2026 |
| Last trading day | 16/01/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Delta | -0.06 |
| Gamma | 0.01 |
| Vega | 0.04 |
| Distance to Strike | 15.55 |
| Distance to Strike in % | 15.46% |
| Average Spread | 66.67% |
| Last Best Bid Price | 0.01 CHF |
| Last Best Ask Price | 0.02 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 625,000 |
| Average Sell Volume | 156,500 |
| Average Buy Value | 6,250 CHF |
| Average Sell Value | 3,130 CHF |
| Spreads Availability Ratio | 19.67% |
| Quote Availability | 97.08% |