Put-Warrant

Symbol: BACXFZ
Underlyings: Bank of America Corp.
ISIN: CH1556425218
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
10:01:21
0.280
0.290
CHF
Volume
100,000
100,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.290
Diff. absolute / % -0.01 -3.45%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Put-Warrant
ISIN CH1556425218
Valor 155642521
Symbol BACXFZ
Strike 50.00 USD
Type Warrants
Type Bear
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

Implied volatility 0.31%
Leverage 2.34
Delta -0.10
Gamma 0.01
Vega 0.14
Distance to Strike 12.32
Distance to Strike in % 19.77%

market maker quality Date: 03/08/2026

Average Spread 3.51%
Last Best Bid Price 0.28 CHF
Last Best Ask Price 0.29 CHF
Last Best Bid Volume 200,000
Last Best Ask Volume 200,000
Average Buy Volume 116,468
Average Sell Volume 116,468
Average Buy Value 32,611 CHF
Average Sell Value 33,776 CHF
Spreads Availability Ratio 98.78%
Quote Availability 98.78%

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