| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
17:13:48 |
|
0.640
|
0.650
|
CHF |
| Volume |
100,000
|
100,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.670 | ||||
| Diff. absolute / % | -0.03 | -4.48% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1530922579 |
| Valor | 153092257 |
| Symbol | RDDO7Z |
| Strike | 160.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 09/02/2026 |
| 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 | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.17 |
| Time value | 0.48 |
| Implied volatility | 0.62% |
| Leverage | 2.19 |
| Delta | -0.37 |
| Gamma | 0.00 |
| Vega | 0.36 |
| Distance to Strike | -6.74 |
| Distance to Strike in % | -4.40% |
| Average Spread | 1.55% |
| Last Best Bid Price | 0.64 CHF |
| Last Best Ask Price | 0.65 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 58,175 |
| Average Sell Volume | 58,175 |
| Average Buy Value | 37,211 CHF |
| Average Sell Value | 37,793 CHF |
| Spreads Availability Ratio | 98.76% |
| Quote Availability | 98.76% |