Put-Warrant

Symbol: SNPEBZ
Underlyings: Synopsys Inc.
ISIN: CH1507461445
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
16.12.25
22:15:00
-
-
CHF
Volume
0
0
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 1.340
Diff. absolute / % - -

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Put-Warrant
ISIN CH1507461445
Valor 150746144
Symbol SNPEBZ
Strike 450.00 USD
Type Warrants
Type Bear
Ratio 50.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 09/12/2025
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

Underlyings

Name Synopsys Inc.
ISIN US8716071076
Price 393.825 EUR
Date 16/12/25 23:00
Ratio 50.00

Key data

Implied volatility 0.43%
Leverage 2.62
Delta -0.38
Gamma 0.00
Vega 1.78
Distance to Strike 6.83
Distance to Strike in % 1.50%

market maker quality Date: 15/12/2025

Average Spread 0.74%
Last Best Bid Price 1.32 CHF
Last Best Ask Price 1.33 CHF
Last Best Bid Volume 50,000
Last Best Ask Volume 50,000
Average Buy Volume 13,339
Average Sell Volume 13,339
Average Buy Value 18,010 CHF
Average Sell Value 18,143 CHF
Spreads Availability Ratio 9.92%
Quote Availability 101.66%

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