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Call-Warrant
Symbol:
BACVAZ
ISIN:
CH1507464860
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
11:23:22 |
|
1.270
|
1.280
|
CHF |
| Volume |
25,000
|
25,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 1.270 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1507464860 |
| Valor | 150746486 |
| Symbol | BACVAZ |
| Strike | 60.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 4.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 16/12/2025 |
| Date of maturity | 25/01/2027 |
| Last trading day | 15/01/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Intrinsic value | 0.62 |
| Time value | 0.68 |
| Implied volatility | 0.20% |
| Leverage | 8.31 |
| Delta | 0.69 |
| Gamma | 0.04 |
| Vega | 0.15 |
| Distance to Strike | -2.49 |
| Distance to Strike in % | -3.98% |
market maker quality Date: 03/08/2026
| Average Spread | 0.79% |
| Last Best Bid Price | 1.23 CHF |
| Last Best Ask Price | 1.24 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 29,165 |
| Average Sell Volume | 29,165 |
| Average Buy Value | 36,620 CHF |
| Average Sell Value | 36,912 CHF |
| Spreads Availability Ratio | 98.80% |
| Quote Availability | 98.80% |
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