Put-Warrant

Symbol: SNDNZZ
Underlyings: Sandisk
ISIN: CH1556421258
Issuer:
Zürcher Kantonalbank
Trade

Chart

    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
11.10.26
01:24:35
-
-
CHF
Volume
-
-
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 1.850
Diff. absolute / % -0.02 -1.08%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Put-Warrant
ISIN CH1556421258
Valor 155642125
Symbol SNDNZZ
Strike 2,500.00 USD
Type Warrants
Type Bear
Ratio 500.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 05/06/2026
Date of maturity 28/01/2028
Last trading day 21/01/2028
Settlement Type Cash payout
IRS 871m Potentially in scope for combined transactions
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name Sandisk
ISIN US80004C2008
Price 1,405.00 EUR
Date 10/10/26 13:04
Ratio 500.00

Key data

Intrinsic value 1.80
Time value 0.02
Implied volatility 0.40%
Leverage 1.08
Delta -0.62
Gamma 0.00
Vega 6.76
Distance to Strike -898.50
Distance to Strike in % -56.10%

market maker quality Date: 08/10/2026

Average Spread 0.56%
Last Best Bid Price 1.80 CHF
Last Best Ask Price 1.81 CHF
Last Best Bid Volume 100,000
Last Best Ask Volume 100,000
Average Buy Volume 58,173
Average Sell Volume 58,173
Average Buy Value 103,911 CHF
Average Sell Value 104,493 CHF
Spreads Availability Ratio 98.89%
Quote Availability 98.89%

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