| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
23.02.26
10:01:48 |
|
0.035
|
0.045
|
CHF |
| Volume |
500,000
|
125,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.035 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1414918230 |
| Valor | 141491823 |
| Symbol | GM0YMZ |
| Strike | 50.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 26/03/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 18/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.56% |
| Leverage | 2.50 |
| Delta | -0.01 |
| Gamma | 0.00 |
| Vega | 0.01 |
| Distance to Strike | 31.52 |
| Distance to Strike in % | 38.67% |
| Average Spread | 28.95% |
| Last Best Bid Price | 0.03 CHF |
| Last Best Ask Price | 0.04 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 567,258 |
| Average Sell Volume | 141,463 |
| Average Buy Value | 16,698 CHF |
| Average Sell Value | 5,579 CHF |
| Spreads Availability Ratio | 96.83% |
| Quote Availability | 96.83% |