| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.12.25
16:53:12 |
|
0.490
|
0.500
|
CHF |
| Volume |
125,000
|
125,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.690 | ||||
| Diff. absolute / % | -0.17 | -24.64% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1414892054 |
| Valor | 141489205 |
| Symbol | CRMERZ |
| Strike | 280.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 24/01/2025 |
| Date of maturity | 26/01/2026 |
| Last trading day | 16/01/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Delta | -0.81 |
| Gamma | 0.01 |
| Vega | 0.23 |
| Distance to Strike | -32.38 |
| Distance to Strike in % | -13.08% |
| Average Spread | 1.08% |
| Last Best Bid Price | 0.93 CHF |
| Last Best Ask Price | 0.94 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 21,792 |
| Average Sell Volume | 21,792 |
| Average Buy Value | 20,088 CHF |
| Average Sell Value | 20,305 CHF |
| Spreads Availability Ratio | 10.35% |
| Quote Availability | 109.35% |