Call-Warrant

Symbol: VRTDPZ
Underlyings: Vertiv
ISIN: CH1556416639
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
11:08:37
0.290
0.300
CHF
Volume
88,000
88,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.330
Diff. absolute / % -0.04 -12.12%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1556416639
Valor 155641663
Symbol VRTDPZ
Strike 400.00 USD
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 02/06/2026
Date of maturity 30/03/2027
Last trading day 19/03/2027
Settlement Type Cash payout
IRS 871m Potentially in scope for combined transactions
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name Vertiv
ISIN US92537N1081
Ratio 50.00

Key data

Implied volatility 0.61%
Leverage 7.53
Delta 0.42
Gamma 0.00
Vega 0.77
Distance to Strike 137.93
Distance to Strike in % 52.63%

market maker quality Date: 21/08/2026

Average Spread 2.88%
Last Best Bid Price 0.32 CHF
Last Best Ask Price 0.33 CHF
Last Best Bid Volume 175,000
Last Best Ask Volume 175,000
Average Buy Volume 91,657
Average Sell Volume 91,657
Average Buy Value 31,085 CHF
Average Sell Value 32,002 CHF
Spreads Availability Ratio 98.85%
Quote Availability 98.85%

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