| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
07:45:55 |
|
-
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-
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CHF |
| Volume |
-
|
-
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.230 | ||||
| Diff. absolute / % | -0.02 | -8.70% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1530929798 |
| Valor | 153092979 |
| Symbol | V0UTGZ |
| Strike | 300.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 13/02/2026 |
| 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 |
| Implied volatility | 0.27% |
| Leverage | 5.81 |
| Delta | -0.19 |
| Gamma | 0.01 |
| Vega | 0.68 |
| Distance to Strike | 29.83 |
| Distance to Strike in % | 9.04% |
| Average Spread | 4.34% |
| Last Best Bid Price | 0.21 CHF |
| Last Best Ask Price | 0.22 CHF |
| Last Best Bid Volume | 250,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 136,767 |
| Average Sell Volume | 136,767 |
| Average Buy Value | 30,411 CHF |
| Average Sell Value | 31,778 CHF |
| Spreads Availability Ratio | 98.95% |
| Quote Availability | 98.95% |