Put-Warrant

Termsheet  
Symbol: AALRUZ
Underlyings: American Airlines Group Inc.
ISIN: CH1530919146
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
24.07.26
21:59:54
1.020
1.030
CHF
Volume
50,000
50,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 1.190
Diff. absolute / % -0.17 -14.29%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Put-Warrant
ISIN CH1530919146
Valor 153091914
Symbol AALRUZ
Strike 15.00 USD
Type Warrants
Type Bear
Ratio 2.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 06/02/2026
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 American Airlines Group Inc.
ISIN US02376R1023
Price 12.78 EUR
Date 26/07/26 19:02
Ratio 2.00

Key data

Intrinsic value 0.56
Time value 0.60
Implied volatility 0.47%
Leverage 3.07
Delta -0.51
Gamma 0.09
Vega 0.04
Distance to Strike -1.11
Distance to Strike in % -8.03%

market maker quality Date: 23/07/2026

Average Spread 0.96%
Last Best Bid Price 1.18 CHF
Last Best Ask Price 1.19 CHF
Last Best Bid Volume 13,000
Last Best Ask Volume 13,000
Average Buy Volume 15,914
Average Sell Volume 15,914
Average Buy Value 16,363 CHF
Average Sell Value 16,522 CHF
Spreads Availability Ratio 97.55%
Quote Availability 97.55%

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