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
24.08.26
12:34:10
0.320
0.330
CHF
Volume
175,000
175,000
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 0.270
Diff. absolute / % 0.04 +14.81%

Determined prices

Last Price 0.250 Volume 20,000
Time 16:00:02 Date 20/08/2026

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 1,151.00 CHF
Date 24/08/26 12:32
Ratio 200.00

Key data

Implied volatility 0.34%
Leverage 6.44
Delta 0.35
Gamma 0.00
Vega 2.38
Distance to Strike 56.00
Distance to Strike in % 4.90%

market maker quality Date: 21/08/2026

Average Spread 3.81%
Last Best Bid Price 0.27 CHF
Last Best Ask Price 0.28 CHF
Last Best Bid Volume 200,000
Last Best Ask Volume 200,000
Average Buy Volume 200,000
Average Sell Volume 200,000
Average Buy Value 51,530 CHF
Average Sell Value 53,530 CHF
Spreads Availability Ratio 87.49%
Quote Availability 87.49%

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