| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
16:43:36 |
|
0.090
|
0.100
|
CHF |
| Volume |
575,000
|
300,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.080 | ||||
| Diff. absolute / % | 0.01 | +12.50% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1530945521 |
| Valor | 153094552 |
| Symbol | RNOYSZ |
| Strike | 25.00 EUR |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 10/03/2026 |
| Date of maturity | 28/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.38% |
| Leverage | 5.83 |
| Delta | -0.18 |
| Gamma | 0.06 |
| Vega | 0.04 |
| Distance to Strike | 3.63 |
| Distance to Strike in % | 12.68% |
| Average Spread | 11.16% |
| Last Best Bid Price | 0.08 CHF |
| Last Best Ask Price | 0.09 CHF |
| Last Best Bid Volume | 625,000 |
| Last Best Ask Volume | 325,000 |
| Average Buy Volume | 601,282 |
| Average Sell Volume | 306,349 |
| Average Buy Value | 50,893 CHF |
| Average Sell Value | 28,992 CHF |
| Spreads Availability Ratio | 99.20% |
| Quote Availability | 99.20% |