| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
13:50:57 |
|
0.610
|
0.620
|
CHF |
| Volume |
75,000
|
75,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.620 | ||||
| Diff. absolute / % | -0.02 | -3.23% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1507477383 |
| Valor | 150747738 |
| Symbol | SPO8QZ |
| Strike | 500.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 13/01/2026 |
| Date of maturity | 25/01/2027 |
| Last trading day | 15/01/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.45% |
| Leverage | 3.11 |
| Delta | -0.37 |
| Gamma | 0.00 |
| Vega | 1.66 |
| Distance to Strike | 15.76 |
| Distance to Strike in % | 3.06% |
| Average Spread | 1.63% |
| Last Best Bid Price | 0.62 CHF |
| Last Best Ask Price | 0.63 CHF |
| Last Best Bid Volume | 150,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 82,914 |
| Average Sell Volume | 82,723 |
| Average Buy Value | 50,538 CHF |
| Average Sell Value | 51,249 CHF |
| Spreads Availability Ratio | 90.66% |
| Quote Availability | 90.66% |