| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.06.26
21:19:25 |
|
0.530
|
0.550
|
CHF |
| Volume |
25,000
|
20,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.520 | ||||
| Diff. absolute / % | 0.02 | +3.85% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1491107749 |
| Valor | 149110774 |
| Symbol | PAN7SZ |
| Strike | 200.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 02/10/2025 |
| 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 | 0.54% |
| Leverage | 4.45 |
| Delta | -0.17 |
| Gamma | 0.00 |
| Vega | 0.55 |
| Distance to Strike | 79.74 |
| Distance to Strike in % | 28.51% |
| Average Spread | 1.94% |
| Last Best Bid Price | 0.52 CHF |
| Last Best Ask Price | 0.53 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 58,659 |
| Average Sell Volume | 58,653 |
| Average Buy Value | 30,069 CHF |
| Average Sell Value | 30,653 CHF |
| Spreads Availability Ratio | 96.62% |
| Quote Availability | 96.62% |