| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
16:06:38 |
|
0.210
|
0.220
|
CHF |
| Volume |
1.00 m.
|
1.00 m.
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.230 | ||||
| Diff. absolute / % | -0.02 | -8.70% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1478476414 |
| Valor | 147847641 |
| Symbol | MU0L2Z |
| Strike | 160.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 15/09/2025 |
| 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 | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.83% |
| Leverage | 1.90 |
| Delta | -0.02 |
| Gamma | 0.00 |
| Vega | 0.17 |
| Distance to Strike | 321.93 |
| Distance to Strike in % | 66.80% |
| Average Spread | 4.29% |
| Last Best Bid Price | 0.21 CHF |
| Last Best Ask Price | 0.22 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 1,000,000 |
| Average Buy Volume | 552,200 |
| Average Sell Volume | 550,823 |
| Average Buy Value | 125,332 CHF |
| Average Sell Value | 130,524 CHF |
| Spreads Availability Ratio | 90.65% |
| Quote Availability | 90.65% |