Call-Warrant

Symbol: BARR0Z
Underlyings: Barry Callebaut AG
ISIN: CH1478465094
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
07.10.26
11:15:49
0.075
0.085
CHF
Volume
675,000
350,000
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 0.090
Diff. absolute / % -0.02 -16.67%

Determined prices

Last Price 0.085 Volume 15,000
Time 10:05:10 Date 07/10/2026

More Product Information

Core Data

Name Call-Warrant
ISIN CH1478465094
Valor 147846509
Symbol BARR0Z
Strike 1,200.00 CHF
Type Warrants
Type Bull
Ratio 200.00
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 Barry Callebaut AG
ISIN CH0009002962
Price 1,034.00 CHF
Date 07/10/26 11:43
Ratio 200.00

Key data

Implied volatility 0.37%
Leverage 6.37
Delta 0.09
Gamma 0.00
Vega 0.76
Distance to Strike 159.00
Distance to Strike in % 15.27%

market maker quality Date: 06/10/2026

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 614,926
Average Sell Volume 315,112
Average Buy Value 50,402 CHF
Average Sell Value 28,965 CHF
Spreads Availability Ratio 99.90%
Quote Availability 99.90%

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