Put-Warrant

Termsheet  
Symbol: CRW11Z
Underlyings: Crowdstrike Holdings
ISIN: CH1507465594
Issuer:
Zürcher Kantonalbank
Trade

Chart

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
15.04.26
10:59:03
1.310
1.320
CHF
Volume
63,000
63,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 1.330
Diff. absolute / % -0.02 -1.50%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Put-Warrant
ISIN CH1507465594
Valor 150746559
Symbol CRW11Z
Strike 500.00 USD
Type Warrants
Type Bear
Ratio 80.00
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

Underlyings

Name Crowdstrike Holdings
ISIN US22788C1053
Price 338.175 EUR
Date 15/04/26 11:42
Ratio 80.00

Key data

Intrinsic value 1.27
Time value 0.04
Implied volatility 0.29%
Leverage 2.17
Delta -0.57
Gamma 0.00
Vega 1.35
Distance to Strike -101.30
Distance to Strike in % -25.41%

market maker quality Date: 14/04/2026

Average Spread 0.77%
Last Best Bid Price 1.32 CHF
Last Best Ask Price 1.33 CHF
Last Best Bid Volume 125,000
Last Best Ask Volume 125,000
Average Buy Volume 72,937
Average Sell Volume 72,796
Average Buy Value 94,048 CHF
Average Sell Value 94,596 CHF
Spreads Availability Ratio 97.02%
Quote Availability 97.02%

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