Put-Warrant

Termsheet  
Symbol: ADY07Z
Underlyings: Adyen N.V.
ISIN: CH1556409105
Issuer:
Zürcher Kantonalbank
Trade

Chart

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
13.11.26
19:42:44
-
-
CHF
Volume
-
-
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 0.400
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Put-Warrant
ISIN CH1556409105
Valor 155640910
Symbol ADY07Z
Strike 960.00 EUR
Type Warrants
Type Bear
Ratio 400.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 29/05/2026
Date of maturity 25/06/2027
Last trading day 18/06/2027
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name Adyen N.V.
ISIN NL0012969182
Price 806.9000 CHF
Date 05/11/26 17:19
Ratio 400.00

Key data

Intrinsic value 0.23
Time value 0.16
Implied volatility 0.42%
Leverage 2.66
Delta -0.48
Gamma 0.00
Vega 2.66
Distance to Strike -92.00
Distance to Strike in % -10.60%

market maker quality Date: 12/11/2026

Average Spread 2.51%
Last Best Bid Price 0.40 CHF
Last Best Ask Price 0.41 CHF
Last Best Bid Volume 150,000
Last Best Ask Volume 150,000
Average Buy Volume 150,833
Average Sell Volume 150,833
Average Buy Value 59,460 CHF
Average Sell Value 60,968 CHF
Spreads Availability Ratio 99.88%
Quote Availability 99.88%

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