Put-Warrant

Symbol: DHEHUZ
Underlyings: Delivery Hero AG
ISIN: CH1507456601
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
24.04.26
14:23:51
0.410
0.420
CHF
Volume
125,000
125,000
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 0.410
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Put-Warrant
ISIN CH1507456601
Valor 150745660
Symbol DHEHUZ
Strike 20.00 EUR
Type Warrants
Type Bear
Ratio 10.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 02/12/2025
Date of maturity 29/12/2026
Last trading day 18/12/2026
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name Delivery Hero AG
ISIN DE000A2E4K43
Price 14.85 CHF
Date 09/04/26 09:31
Ratio 10.00

Key data

Intrinsic value 0.07
Time value 0.34
Implied volatility 0.63%
Leverage 1.96
Delta -0.42
Gamma 0.04
Vega 0.06
Distance to Strike -0.73
Distance to Strike in % -3.76%

market maker quality Date: 23/04/2026

Average Spread 2.45%
Last Best Bid Price 0.41 CHF
Last Best Ask Price 0.42 CHF
Last Best Bid Volume 125,000
Last Best Ask Volume 125,000
Average Buy Volume 126,159
Average Sell Volume 126,221
Average Buy Value 50,831 CHF
Average Sell Value 52,118 CHF
Spreads Availability Ratio 97.39%
Quote Availability 97.39%

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