Call-Warrant

Termsheet  
Symbol: AMA77Z
Underlyings: Applied Materials Inc.
ISIN: CH1507489347
Issuer:
Zürcher Kantonalbank
Trade

Chart

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
03.06.26
22:10:45
-
-
CHF
Volume
0
0
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 4.440
Diff. absolute / % 0.40 +10.10%

Determined prices

Last Price 4.440 Volume 1,400
Time 16:57:34 Date 03/06/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1507489347
Valor 150748934
Symbol AMA77Z
Strike 500.00 USD
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 04/02/2026
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 Applied Materials Inc.
ISIN US0382221051
Price 430.625 EUR
Date 03/06/26 23:00
Ratio 20.00

Key data

Intrinsic value 0.13
Time value 4.17
Implied volatility 0.51%
Leverage 3.54
Delta 0.61
Gamma 0.00
Vega 1.52
Distance to Strike -2.56
Distance to Strike in % -0.51%

market maker quality Date: 02/06/2026

Average Spread 0.30%
Last Best Bid Price 3.88 CHF
Last Best Ask Price 3.89 CHF
Last Best Bid Volume 25,000
Last Best Ask Volume 25,000
Average Buy Volume 14,928
Average Sell Volume 14,933
Average Buy Value 50,056 CHF
Average Sell Value 50,222 CHF
Spreads Availability Ratio 98.64%
Quote Availability 98.64%

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