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Call-Warrant
Symbol:
VACZ2Z
ISIN:
CH1507460207
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
13:09:53 |
|
1.580
|
1.590
|
CHF |
| Volume |
50,000
|
50,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
Performance
| Closing prev. day | 1.600 | ||||
| Diff. absolute / % | -0.02 | -1.25% | |||
Determined prices
| Last Price | 1.500 | Volume | 1,250 | |
| Time | 15:51:11 | Date | 11/06/2026 |
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 | 1.55 |
| Time value | 0.09 |
| Implied volatility | 0.52% |
| Leverage | 3.81 |
| Delta | 0.93 |
| Gamma | 0.00 |
| Vega | 0.45 |
| Distance to Strike | -155.20 |
| Distance to Strike in % | -22.99% |
market maker quality Date: 23/06/2026
| Average Spread | 0.65% |
| Last Best Bid Price | 1.59 CHF |
| Last Best Ask Price | 1.60 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 50,000 |
| Average Sell Volume | 50,000 |
| Average Buy Value | 77,223 CHF |
| Average Sell Value | 77,723 CHF |
| Spreads Availability Ratio | 98.96% |
| Quote Availability | 98.96% |
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