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Put-Warrant
Symbol:
OR02NZ
ISIN:
CH1507451016
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.02.26
15:42:19 |
|
0.250
|
0.260
|
CHF |
| Volume |
225,000
|
200,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
Performance
| Closing prev. day | 0.250 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1507451016 |
| Valor | 150745101 |
| Symbol | OR02NZ |
| Strike | 360.00 EUR |
| Type | Warrants |
| Type | Bear |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 19/11/2025 |
| Date of maturity | 28/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Underlyings
| Name | L'Oréal S.A. |
| ISIN | FR0000120321 |
| Price |
384.825 EUR
|
| Date | 03/02/26 15:57 |
| Ratio | 100.00 |
Key data
| Implied volatility | 0.28% |
| Leverage | 5.14 |
| Delta | -0.33 |
| Gamma | 0.00 |
| Vega | 1.30 |
| Distance to Strike | 28.70 |
| Distance to Strike in % | 7.38% |
market maker quality Date: 02/02/2026
| Average Spread | 4.14% |
| Last Best Bid Price | 0.24 CHF |
| Last Best Ask Price | 0.25 CHF |
| Last Best Bid Volume | 225,000 |
| Last Best Ask Volume | 225,000 |
| Average Buy Volume | 225,000 |
| Average Sell Volume | 225,000 |
| Average Buy Value | 53,238 CHF |
| Average Sell Value | 55,488 CHF |
| Spreads Availability Ratio | 99.95% |
| Quote Availability | 99.95% |
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