| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
01.04.26
15:35:46 |
|
0.320
|
0.330
|
CHF |
| Volume |
175,000
|
175,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.390 | ||||
| Diff. absolute / % | -0.07 | -17.95% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1507456031 |
| Valor | 150745603 |
| Symbol | SX72MZ |
| Strike | 240.00 Points |
| Type | Warrants |
| Type | Bear |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 28/11/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.03 |
| Time value | 0.29 |
| Implied volatility | 0.30% |
| Leverage | 8.84 |
| Delta | -0.47 |
| Gamma | 0.01 |
| Vega | 0.44 |
| Distance to Strike | -1.11 |
| Distance to Strike in % | -0.46% |
| Average Spread | 2.24% |
| Last Best Bid Price | 0.44 CHF |
| Last Best Ask Price | 0.45 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 | 55,105 CHF |
| Average Sell Value | 56,355 CHF |
| Spreads Availability Ratio | 99.87% |
| Quote Availability | 99.87% |