Call-Warrant

Symbol: SNDFYZ
Underlyings: Sandisk
ISIN: CH1556421548
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
10.08.26
08:13:50
0.030
0.040
CHF
Volume
250,000
63,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.060
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.045 Volume 1,000
Time 16:16:50 Date 28/07/2026

More Product Information

Core Data

Name Call-Warrant
ISIN CH1556421548
Valor 155642154
Symbol SNDFYZ
Strike 2,050.00 USD
Type Warrants
Type Bull
Ratio 500.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 05/06/2026
Date of maturity 25/09/2026
Last trading day 18/09/2026
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 1,060.00 EUR
Date 10/08/26 09:18
Ratio 500.00

Key data

Implied volatility 1.11%
Leverage 16.83
Delta 0.24
Gamma 0.00
Vega 1.29
Distance to Strike 841.30
Distance to Strike in % 69.60%

market maker quality Date: 06/08/2026

Average Spread 17.76%
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 543,178
Average Sell Volume 189,891
Average Buy Value 28,538 CHF
Average Sell Value 12,193 CHF
Spreads Availability Ratio 98.87%
Quote Availability 98.87%

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