| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.06.26
22:15:03 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.790 | ||||
| Diff. absolute / % | 0.20 | +41.67% | |||
| Last Price | 0.790 | Volume | 150,000 | |
| Time | 21:40:36 | Date | 05/06/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1463131735 |
| Valor | 146313173 |
| Symbol | NDX0BZ |
| Strike | 25,000.00 Points |
| Type | Warrants |
| Type | Bear |
| Ratio | 500.00 |
| SVSP Code | 2100 |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 11/08/2025 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.33% |
| Leverage | 0.10 |
| Delta | -0.00 |
| Gamma | 0.00 |
| Vega | 0.52 |
| Distance to Strike | 5,407.81 |
| Distance to Strike in % | 17.78% |
| Average Spread | 1.87% |
| Last Best Bid Price | 0.48 CHF |
| Last Best Ask Price | 0.49 CHF |
| Last Best Bid Volume | 525,000 |
| Last Best Ask Volume | 525,000 |
| Average Buy Volume | 298,690 |
| Average Sell Volume | 298,690 |
| Average Buy Value | 156,785 CHF |
| Average Sell Value | 159,771 CHF |
| Spreads Availability Ratio | 99.40% |
| Quote Availability | 99.40% |