| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.08.26
12:13:25 |
|
0.420
|
0.430
|
CHF |
| Volume |
63,000
|
63,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.430 | ||||
| Diff. absolute / % | -0.01 | -2.33% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1534673780 |
| Valor | 153467378 |
| Symbol | OOYFPZ |
| Strike | 55.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 13/04/2026 |
| 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 |
| Implied volatility | 0.33% |
| Leverage | 5.64 |
| Delta | -0.43 |
| Gamma | 0.03 |
| Vega | 0.14 |
| Distance to Strike | 0.10 |
| Distance to Strike in % | 0.18% |
| Average Spread | 2.35% |
| Last Best Bid Price | 0.43 CHF |
| Last Best Ask Price | 0.44 CHF |
| Last Best Bid Volume | 125,000 |
| Last Best Ask Volume | 125,000 |
| Average Buy Volume | 73,762 |
| Average Sell Volume | 73,762 |
| Average Buy Value | 31,350 CHF |
| Average Sell Value | 32,087 CHF |
| Spreads Availability Ratio | 98.92% |
| Quote Availability | 98.92% |