Call-Warrant

Symbol: OERRAZ
Underlyings: OC Oerlikon N
ISIN: CH1478456994
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
24.04.26
07:52:49
-
-
CHF
Volume
-
-
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 0.090
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1478456994
Valor 147845699
Symbol OERRAZ
Strike 3.2741 CHF
Type Warrants
Type Bull
Ratio 4.09
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 14/08/2025
Date of maturity 26/06/2026
Last trading day 19/06/2026
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name OC Oerlikon N
ISIN CH0000816824
Price 3.285 CHF
Date 23/04/26 17:30
Ratio 4.09269

Key data

Intrinsic value 0.01
Time value 0.07
Implied volatility 0.70%
Leverage 5.46
Delta 0.54
Gamma 0.65
Vega 0.01
Distance to Strike -0.04
Distance to Strike in % -1.08%

market maker quality Date: 22/04/2026

Average Spread 11.50%
Last Best Bid Price 0.08 CHF
Last Best Ask Price 0.09 CHF
Last Best Bid Volume 625,000
Last Best Ask Volume 325,000
Average Buy Volume 614,902
Average Sell Volume 314,787
Average Buy Value 50,416 CHF
Average Sell Value 28,943 CHF
Spreads Availability Ratio 98.96%
Quote Availability 98.96%

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