| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
23.10.26
22:15:00 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.020 | ||||
| Diff. absolute / % | -0.08 | -7.84% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1556412745 |
| Valor | 155641274 |
| Symbol | MRVKMZ |
| Strike | 270.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 02/06/2026 |
| 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 |
| Intrinsic value | 0.85 |
| Time value | 0.11 |
| Implied volatility | 0.48% |
| Leverage | 3.07 |
| Delta | -0.65 |
| Gamma | 0.01 |
| Vega | 0.40 |
| Distance to Strike | -42.67 |
| Distance to Strike in % | -18.77% |
| Average Spread | 1.11% |
| Last Best Bid Price | 0.99 CHF |
| Last Best Ask Price | 1.00 CHF |
| Last Best Bid Volume | 150,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 102,019 |
| Average Sell Volume | 102,019 |
| Average Buy Value | 92,125 CHF |
| Average Sell Value | 93,145 CHF |
| Spreads Availability Ratio | 98.17% |
| Quote Availability | 98.17% |