| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
12:32:34 |
|
0.060
|
0.070
|
CHF |
| Volume |
850,000
|
425,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.070 | ||||
| Diff. absolute / % | -0.01 | -14.29% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1478465284 |
| Valor | 147846528 |
| Symbol | VAC94Z |
| Strike | 280.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 25/08/2025 |
| Date of maturity | 29/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.63% |
| Leverage | 1.27 |
| Delta | -0.01 |
| Gamma | 0.00 |
| Vega | 0.16 |
| Distance to Strike | 299.80 |
| Distance to Strike in % | 51.71% |
| Average Spread | 15.52% |
| Last Best Bid Price | 0.06 CHF |
| Last Best Ask Price | 0.07 CHF |
| Last Best Bid Volume | 875,000 |
| Last Best Ask Volume | 450,000 |
| Average Buy Volume | 859,319 |
| Average Sell Volume | 431,607 |
| Average Buy Value | 51,060 CHF |
| Average Sell Value | 29,956 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |