Put-Warrant

Symbol: SPX79Z
Underlyings: S&P 500 Index
ISIN: CH1478461044
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
12.03.26
21:42:16
0.920
0.930
CHF
Volume
125,000
125,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.840
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.900 Volume 555
Time 14:45:31 Date 12/03/2026

More Product Information

Core Data

Name Put-Warrant
ISIN CH1478461044
Valor 147846104
Symbol SPX79Z
Strike 7,000.00 Points
Type Warrants
Type Bear
Ratio 500.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First Trading Date 19/08/2025
Date of maturity 30/03/2027
Last trading day 19/03/2027
Settlement Type Cash payout
IRS 871m Exempt qualified index
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name S&P 500 Index
ISIN US78378X1072
Price 6,683.245 Points
Date 12/03/26 22:00
Ratio 500.00

Key data

Intrinsic value 0.45
Time value 0.47
Implied volatility 0.19%
Leverage 6.10
Delta -0.41
Gamma 0.00
Vega 26.65
Distance to Strike -224.20
Distance to Strike in % -3.31%

market maker quality Date: 11/03/2026

Average Spread 1.18%
Last Best Bid Price 0.86 CHF
Last Best Ask Price 0.87 CHF
Last Best Bid Volume 125,000
Last Best Ask Volume 125,000
Average Buy Volume 125,000
Average Sell Volume 125,000
Average Buy Value 105,322 CHF
Average Sell Value 106,572 CHF
Spreads Availability Ratio 98.28%
Quote Availability 98.28%

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