Call-Warrant

Symbol: BARZ2Z
Underlyings: Barry Callebaut AG
ISIN: CH1415399059
Issuer:
Zürcher Kantonalbank
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.
Price Time-delayed price
20.02.26
17:32:01
0.460
0.470
CHF
Volume
125,000
125,000
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 0.460
Diff. absolute / % 0.10 +24.39%

Determined prices

Last Price 0.230 Volume 1,000
Time 10:18:38 Date 23/01/2026

More Product Information

Core Data

Name Call-Warrant
ISIN CH1415399059
Valor 141539905
Symbol BARZ2Z
Strike 1,400.00 CHF
Type Warrants
Type Bull
Ratio 200.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 26/03/2025
Date of maturity 27/03/2026
Last trading day 20/03/2026
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name Barry Callebaut AG
ISIN CH0009002962
Price 1,453.00 CHF
Date 20/02/26 17:31
Ratio 200.00

Key data

Intrinsic value 0.26
Time value 0.18
Implied volatility 0.39%
Leverage 11.85
Delta 0.72
Gamma 0.00
Vega 1.35
Distance to Strike -52.00
Distance to Strike in % -3.58%

market maker quality Date: 18/02/2026

Average Spread 2.59%
Last Best Bid Price 0.41 CHF
Last Best Ask Price 0.42 CHF
Last Best Bid Volume 125,000
Last Best Ask Volume 125,000
Average Buy Volume 145,838
Average Sell Volume 145,838
Average Buy Value 55,569 CHF
Average Sell Value 57,028 CHF
Spreads Availability Ratio 99.97%
Quote Availability 99.97%

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