| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
10:44:57 |
|
0.620
|
0.630
|
CHF |
| Volume |
50,000
|
50,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.630 | ||||
| Diff. absolute / % | -0.01 | -1.59% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1572902166 |
| Valor | 157290216 |
| Symbol | WDC9ZZ |
| Strike | 600.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 200.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 16/06/2026 |
| 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 | 0.89% |
| Leverage | 1.61 |
| Delta | -0.30 |
| Gamma | 0.00 |
| Vega | 1.74 |
| Distance to Strike | 70.97 |
| Distance to Strike in % | 10.58% |
| Average Spread | 1.58% |
| Last Best Bid Price | 0.64 CHF |
| Last Best Ask Price | 0.65 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 58,134 |
| Average Sell Volume | 58,134 |
| Average Buy Value | 36,650 CHF |
| Average Sell Value | 37,231 CHF |
| Spreads Availability Ratio | 98.93% |
| Quote Availability | 98.93% |