Put-Warrant

Symbol: VACK1Z
Underlyings: VAT Group
ISIN: CH1507460231
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
24.08.26
10:04:05
0.055
0.065
CHF
Volume
925,000
475,000
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 0.065
Diff. absolute / % -0.01 -15.38%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Put-Warrant
ISIN CH1507460231
Valor 150746023
Symbol VACK1Z
Strike 400.00 CHF
Type Warrants
Type Bear
Ratio 100.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 05/12/2025
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 VAT Group
ISIN CH0311864901
Price 610.8000 CHF
Date 24/08/26 11:17
Ratio 100.00

Key data

Implied volatility 0.55%
Leverage 1.07
Delta -0.01
Gamma 0.00
Vega 0.09
Distance to Strike 207.00
Distance to Strike in % 34.10%

market maker quality Date: 21/08/2026

Average Spread 14.94%
Last Best Bid Price 0.06 CHF
Last Best Ask Price 0.07 CHF
Last Best Bid Volume 850,000
Last Best Ask Volume 425,000
Average Buy Volume 819,481
Average Sell Volume 414,827
Average Buy Value 50,745 CHF
Average Sell Value 29,852 CHF
Spreads Availability Ratio 99.68%
Quote Availability 99.68%

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