Call-Warrant

Termsheet  
Symbol: AMSIJZ
Underlyings: AMS-OSRAM AG
ISIN: CH1478464998
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
13.11.26
17:20:01
0.010
0.040
CHF
Volume
10,000
100,000
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 0.080
Diff. absolute / % -0.07 -87.50%

Determined prices

Last Price 0.025 Volume 80,000
Time 16:48:07 Date 13/11/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1478464998
Valor 147846499
Symbol AMSIJZ
Strike 20.00 CHF
Type Warrants
Type Bull
Ratio 10.00
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

Underlyings

Name AMS-OSRAM AG
ISIN AT0000A3EPA4
Price 15.25 CHF
Date 13/11/26 17:30
Ratio 10.00

Key data

Implied volatility 0.78%
Leverage 18.28
Delta 0.18
Gamma 0.07
Vega 0.01
Distance to Strike 4.87
Distance to Strike in % 32.19%

market maker quality Date: 12/11/2026

Average Spread 12.72%
Last Best Bid Price 0.08 CHF
Last Best Ask Price 0.09 CHF
Last Best Bid Volume 615,000
Last Best Ask Volume 325,000
Average Buy Volume 685,684
Average Sell Volume 354,776
Average Buy Value 50,447 CHF
Average Sell Value 29,659 CHF
Spreads Availability Ratio 94.75%
Quote Availability 94.75%

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