| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
16:01:53 |
|
0.055
|
0.065
|
CHF |
| Volume |
625,000
|
475,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.065 | ||||
| Diff. absolute / % | -0.02 | -23.08% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1478467520 |
| Valor | 147846752 |
| Symbol | PSPWFZ |
| Strike | 120.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 28/08/2025 |
| Date of maturity | 29/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.23% |
| Leverage | 0.04 |
| Delta | -0.00 |
| Gamma | 0.00 |
| Vega | 0.00 |
| Distance to Strike | 26.20 |
| Distance to Strike in % | 17.92% |
| Average Spread | 15.56% |
| Last Best Bid Price | 0.06 CHF |
| Last Best Ask Price | 0.07 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 475,000 |
| Average Buy Volume | 585,418 |
| Average Sell Volume | 432,044 |
| Average Buy Value | 34,705 CHF |
| Average Sell Value | 29,919 CHF |
| Spreads Availability Ratio | 99.69% |
| Quote Availability | 99.69% |