Call-Warrant

Termsheet  
Symbol: SNO2MZ
Underlyings: Snowflake Class A Inc.
ISIN: CH1507477292
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
10:39:56
2.870
2.880
CHF
Volume
13,000
13,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 2.630
Diff. absolute / % 0.24 +9.13%

Determined prices

Last Price 1.300 Volume 2,000
Time 16:25:05 Date 28/07/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1507477292
Valor 150747729
Symbol SNO2MZ
Strike 300.00 USD
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 13/01/2026
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 Snowflake Class A Inc.
ISIN US8334451098
Price 285.00 EUR
Date 24/08/26 11:23
Ratio 20.00

Key data

Intrinsic value 1.64
Time value 1.20
Implied volatility 0.45%
Leverage 4.28
Delta 0.73
Gamma 0.00
Vega 0.69
Distance to Strike -32.80
Distance to Strike in % -9.86%

market maker quality Date: 21/08/2026

Average Spread 0.38%
Last Best Bid Price 2.66 CHF
Last Best Ask Price 2.67 CHF
Last Best Bid Volume 25,000
Last Best Ask Volume 25,000
Average Buy Volume 14,893
Average Sell Volume 14,893
Average Buy Value 38,837 CHF
Average Sell Value 38,986 CHF
Spreads Availability Ratio 97.36%
Quote Availability 97.36%

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