| 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 | 0.110 | ||||
| Diff. absolute / % | 0.02 | +18.18% | |||
| Last Price | 0.110 | Volume | 500 | |
| Time | 12:24:26 | Date | 22/10/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1491112079 |
| Valor | 149111207 |
| Symbol | NEM23Z |
| Strike | 90.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 08/10/2025 |
| 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 | 0.39% |
| Leverage | 7.74 |
| Delta | -0.09 |
| Gamma | 0.01 |
| Vega | 0.09 |
| Distance to Strike | 18.08 |
| Distance to Strike in % | 16.73% |
| Average Spread | 8.82% |
| Last Best Bid Price | 0.12 CHF |
| Last Best Ask Price | 0.13 CHF |
| Last Best Bid Volume | 425,000 |
| Last Best Ask Volume | 425,000 |
| Average Buy Volume | 275,549 |
| Average Sell Volume | 275,549 |
| Average Buy Value | 30,147 CHF |
| Average Sell Value | 32,902 CHF |
| Spreads Availability Ratio | 97.49% |
| Quote Availability | 97.49% |