| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
19.12.25
12:17:49 |
|
0.065
|
0.075
|
CHF |
| Volume |
1.00 m.
|
500,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.075 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1446490554 |
| Valor | 144649055 |
| Symbol | UBSVNZ |
| Strike | 24.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 4.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 19/06/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.41% |
| Leverage | 1.45 |
| Delta | -0.01 |
| Gamma | 0.00 |
| Vega | 0.01 |
| Distance to Strike | 12.57 |
| Distance to Strike in % | 34.37% |
| Average Spread | 13.84% |
| Last Best Bid Price | 0.07 CHF |
| Last Best Ask Price | 0.08 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 1,000,000 |
| Average Sell Volume | 500,000 |
| Average Buy Value | 67,333 CHF |
| Average Sell Value | 38,666 CHF |
| Spreads Availability Ratio | 99.91% |
| Quote Availability | 99.91% |