Put-Warrant

Termsheet  
Symbol: C0UZRZ
Underlyings: Citigroup Inc.
ISIN: CH1556423080
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
13.11.26
22:13:50
-
-
CHF
Volume
0
0
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.760
Diff. absolute / % 0.02 +2.63%

Determined prices

Last Price 0.770 Volume 750
Time 09:23:16 Date 02/10/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Put-Warrant
ISIN CH1556423080
Valor 155642308
Symbol C0UZRZ
Strike 130.00 USD
Type Warrants
Type Bear
Ratio 20.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 09/06/2026
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 Citigroup Inc.
ISIN US1729674242
Price 112.13 EUR
Date 13/11/26 23:00
Ratio 20.00

Key data

Intrinsic value 0.33
Time value 0.43
Implied volatility 0.27%
Leverage 3.87
Delta -0.48
Gamma 0.01
Vega 0.52
Distance to Strike -6.52
Distance to Strike in % -5.28%

market maker quality Date: 12/11/2026

Average Spread 1.32%
Last Best Bid Price 0.75 CHF
Last Best Ask Price 0.76 CHF
Last Best Bid Volume 75,000
Last Best Ask Volume 75,000
Average Buy Volume 43,938
Average Sell Volume 43,938
Average Buy Value 33,185 CHF
Average Sell Value 33,624 CHF
Spreads Availability Ratio 98.69%
Quote Availability 98.69%

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