Call-Warrant

Symbol: BASFYZ
Underlyings: BASF SE
ISIN: CH1507479322
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
04.08.26
09:15:51
0.180
0.190
CHF
Volume
300,000
300,000
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 0.180
Diff. absolute / % 0.01 +5.88%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1507479322
Valor 150747932
Symbol BASFYZ
Strike 56.00 EUR
Type Warrants
Type Bull
Ratio 10.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 19/01/2026
Date of maturity 29/12/2026
Last trading day 18/12/2026
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name BASF SE
ISIN DE000BASF111
Price 51.205 EUR
Date 04/08/26 09:47
Ratio 10.00

Key data

Implied volatility 0.31%
Leverage 7.66
Delta 0.28
Gamma 0.05
Vega 0.11
Distance to Strike 4.53
Distance to Strike in % 8.80%

market maker quality Date: -

Average Spread -
Last Best Bid Price - CHF
Last Best Ask Price - CHF
Last Best Bid Volume 0
Last Best Ask Volume 0
Average Buy Volume 0
Average Sell Volume 0
Average Buy Value 0 CHF
Average Sell Value 0 CHF
Spreads Availability Ratio -
Quote Availability -

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