| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
31.01.26
16:11:00 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.170 | ||||
| Diff. absolute / % | 0.16 | +15.84% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1478463065 |
| Valor | 147846306 |
| Symbol | PAN3YZ |
| Strike | 190.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 20/08/2025 |
| 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 |
| Intrinsic value | 0.65 |
| Time value | 0.50 |
| Implied volatility | 0.33% |
| Leverage | 4.30 |
| Delta | -0.56 |
| Gamma | 0.01 |
| Vega | 0.54 |
| Distance to Strike | -12.91 |
| Distance to Strike in % | -7.29% |
| Average Spread | 1.01% |
| Last Best Bid Price | 0.99 CHF |
| Last Best Ask Price | 1.00 CHF |
| Last Best Bid Volume | 19,000 |
| Last Best Ask Volume | 19,000 |
| Average Buy Volume | 18,965 |
| Average Sell Volume | 18,965 |
| Average Buy Value | 18,721 CHF |
| Average Sell Value | 18,910 CHF |
| Spreads Availability Ratio | 98.33% |
| Quote Availability | 98.33% |