Call-Warrant

Symbol: MCHP2Z
ISIN: CH1556395775
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
10:20:21
0.060
0.070
CHF
Volume
425,000
213,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.085
Diff. absolute / % -0.03 -29.41%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1556395775
Valor 155639577
Symbol MCHP2Z
Strike 140.00 USD
Type Warrants
Type Bull
Ratio 10.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 11/05/2026
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 Microchip Technology Inc.
ISIN US5950171042
Price 64.265 EUR
Date 24/08/26 11:30
Ratio 10.00

Key data

Implied volatility 0.57%
Leverage 13.42
Delta 0.11
Gamma 0.01
Vega 0.09
Distance to Strike 63.89
Distance to Strike in % 83.94%

market maker quality Date: 21/08/2026

Average Spread 12.58%
Last Best Bid Price 0.07 CHF
Last Best Ask Price 0.08 CHF
Last Best Bid Volume 775,000
Last Best Ask Volume 400,000
Average Buy Volume 400,400
Average Sell Volume 207,235
Average Buy Value 29,449 CHF
Average Sell Value 17,316 CHF
Spreads Availability Ratio 98.75%
Quote Availability 98.75%

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