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Put-Warrant
Symbol:
R3N0OZ
ISIN:
CH1534670943
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
11:13:43 |
|
0.470
|
0.480
|
CHF |
| Volume |
125,000
|
125,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
Performance
| Closing prev. day | 0.510 | ||||
| Diff. absolute / % | -0.04 | -7.84% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1534670943 |
| Valor | 153467094 |
| Symbol | R3N0OZ |
| Strike | 46.00 EUR |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 01/04/2026 |
| Date of maturity | 29/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Implied volatility | 0.52% |
| Leverage | 3.76 |
| Delta | -0.35 |
| Gamma | 0.04 |
| Vega | 0.11 |
| Distance to Strike | 2.60 |
| Distance to Strike in % | 5.35% |
market maker quality Date: 03/08/2026
| Average Spread | 1.94% |
| Last Best Bid Price | 0.50 CHF |
| Last Best Ask Price | 0.51 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 102,177 |
| Average Sell Volume | 102,177 |
| Average Buy Value | 52,118 CHF |
| Average Sell Value | 53,140 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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