Call-Warrant

Symbol: SNPBCZ
Underlyings: Synopsys Inc.
ISIN: CH1507461395
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
16.12.25
16:24:36
0.230
0.240
CHF
Volume
225,000
225,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.240
Diff. absolute / % - -

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1507461395
Valor 150746139
Symbol SNPBCZ
Strike 570.00 USD
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 09/12/2025
Date of maturity 27/03/2026
Last trading day 20/03/2026
Settlement Type Cash payout
IRS 871m Potentially in scope for combined transactions
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name Synopsys Inc.
ISIN US8716071076
Price 389.15 EUR
Date 16/12/25 16:47
Ratio 50.00

Key data

Implied volatility 0.45%
Leverage 5.97
Delta 0.14
Gamma 0.00
Vega 0.51
Distance to Strike 115.21
Distance to Strike in % 25.33%

market maker quality Date: 15/12/2025

Average Spread 4.46%
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 85,593
Average Sell Volume 85,593
Average Buy Value 19,252 CHF
Average Sell Value 20,107 CHF
Spreads Availability Ratio 11.43%
Quote Availability 110.77%

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