Call-Warrant

Symbol: BAC4CZ
Underlyings: Bank of America Corp.
ISIN: CH1556425168
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
04.08.26
10:31:27
0.900
0.910
CHF
Volume
38,000
38,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.890
Diff. absolute / % 0.01 +1.12%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1556425168
Valor 155642516
Symbol BAC4CZ
Strike 60.00 USD
Type Warrants
Type Bull
Ratio 10.00
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 Bank of America Corp.
ISIN US0605051046
Ratio 10.00

Key data

Intrinsic value 0.25
Time value 0.65
Implied volatility 0.21%
Leverage 4.82
Delta 0.69
Gamma 0.02
Vega 0.26
Distance to Strike -2.49
Distance to Strike in % -3.98%

market maker quality Date: 03/08/2026

Average Spread 1.12%
Last Best Bid Price 0.88 CHF
Last Best Ask Price 0.89 CHF
Last Best Bid Volume 75,000
Last Best Ask Volume 75,000
Average Buy Volume 44,043
Average Sell Volume 44,043
Average Buy Value 39,058 CHF
Average Sell Value 39,499 CHF
Spreads Availability Ratio 98.82%
Quote Availability 98.82%

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