Login
Call-Warrant
Symbol:
VACZ2Z
ISIN:
CH1507460207
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
11:25:47 |
|
0.930
|
0.940
|
CHF |
| Volume |
75,000
|
75,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
Performance
| Closing prev. day | 0.840 | ||||
| Diff. absolute / % | 0.09 | +10.71% | |||
Determined prices
| Last Price | 1.210 | Volume | 5,000 | |
| Time | 10:06:06 | Date | 05/08/2026 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1507460207 |
| Valor | 150746020 |
| Symbol | VACZ2Z |
| Strike | 520.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 05/12/2025 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Intrinsic value | 0.87 |
| Time value | 0.03 |
| Implied volatility | 0.51% |
| Leverage | 6.54 |
| Delta | 0.97 |
| Gamma | 0.00 |
| Vega | 0.10 |
| Distance to Strike | -87.00 |
| Distance to Strike in % | -14.33% |
market maker quality Date: 21/08/2026
| Average Spread | 1.16% |
| Last Best Bid Price | 0.83 CHF |
| Last Best Ask Price | 0.84 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 75,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 64,615 CHF |
| Average Sell Value | 65,365 CHF |
| Spreads Availability Ratio | 99.68% |
| Quote Availability | 99.68% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)