| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
13:51:57 |
|
0.520
|
0.530
|
CHF |
| Volume |
50,000
|
50,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.510 | ||||
| Diff. absolute / % | 0.01 | +1.96% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1530929624 |
| Valor | 153092962 |
| Symbol | V0UWIZ |
| Strike | 330.00 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 | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.42 |
| Time value | 0.09 |
| Implied volatility | 0.19% |
| Leverage | 8.80 |
| Delta | -0.73 |
| Gamma | 0.01 |
| Vega | 0.62 |
| Distance to Strike | -21.16 |
| Distance to Strike in % | -6.85% |
| Average Spread | 2.00% |
| Last Best Bid Price | 0.51 CHF |
| Last Best Ask Price | 0.52 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 65,112 |
| Average Sell Volume | 64,966 |
| Average Buy Value | 32,278 CHF |
| Average Sell Value | 32,856 CHF |
| Spreads Availability Ratio | 90.68% |
| Quote Availability | 90.68% |