Call-Warrant

Termsheet  
Symbol: SCH66Z
Underlyings: Charles Schwab Corp.
ISIN: CH1507471360
Issuer:
Zürcher Kantonalbank
Trade

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
24.08.26
10:01:49
0.790
0.800
CHF
Volume
38,000
38,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.700
Diff. absolute / % 0.09 +12.86%

Determined prices

Last Price 0.790 Volume 2,600
Time 11:54:50 Date 17/08/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1507471360
Valor 150747136
Symbol SCH66Z
Strike 110.00 USD
Type Warrants
Type Bull
Ratio 10.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 06/01/2026
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 Charles Schwab Corp.
ISIN US8085131055
Price 96.44 EUR
Date 24/08/26 10:16
Ratio 10.00

Key data

Intrinsic value 0.23
Time value 0.56
Implied volatility 0.21%
Leverage 9.36
Delta 0.66
Gamma 0.03
Vega 0.26
Distance to Strike -2.09
Distance to Strike in % -1.86%

market maker quality Date: 21/08/2026

Average Spread 1.41%
Last Best Bid Price 0.75 CHF
Last Best Ask Price 0.76 CHF
Last Best Bid Volume 75,000
Last Best Ask Volume 75,000
Average Buy Volume 44,014
Average Sell Volume 44,014
Average Buy Value 31,497 CHF
Average Sell Value 31,937 CHF
Spreads Availability Ratio 98.82%
Quote Availability 98.82%

Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.