Call-Warrant

Termsheet  
Symbol: SIGRLZ
Underlyings: SIG Group N
ISIN: CH1478466068
Issuer:
Zürcher Kantonalbank
Trade

Chart

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
13.11.26
17:35:02
-
-
CHF
Volume
0
0
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 0.085
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.055 Volume 2,500
Time 09:15:18 Date 08/10/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1478466068
Valor 147846606
Symbol SIGRLZ
Strike 16.00 CHF
Type Warrants
Type Bull
Ratio 5.00
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 Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name SIG Group N
ISIN CH0435377954
Price 15.50 CHF
Date 13/11/26 17:30
Ratio 5.00

Key data

Implied volatility 0.37%
Leverage 14.65
Delta 0.38
Gamma 0.23
Vega 0.02
Distance to Strike 0.56
Distance to Strike in % 3.63%

market maker quality Date: 12/11/2026

Average Spread 10.09%
Last Best Bid Price 0.09 CHF
Last Best Ask Price 0.10 CHF
Last Best Bid Volume 600,000
Last Best Ask Volume 300,000
Average Buy Volume 537,843
Average Sell Volume 421,047
Average Buy Value 50,587 CHF
Average Sell Value 44,975 CHF
Spreads Availability Ratio 99.45%
Quote Availability 99.45%

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