Put-Warrant

Symbol: MRNP9Z
Underlyings: Moderna Inc.
ISIN: CH1572916380
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
23.10.26
22:15:01
-
-
CHF
Volume
0
0
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.055
Diff. absolute / % -0.01 -9.09%

Determined prices

Last Price 0.050 Volume 20,000
Time 11:18:12 Date 06/10/2026

More Product Information

Core Data

Name Put-Warrant
ISIN CH1572916380
Valor 157291638
Symbol MRNP9Z
Strike 75.00 USD
Type Warrants
Type Bear
Ratio 40.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 29/06/2026
Date of maturity 30/03/2027
Last trading day 19/03/2027
Settlement Type Cash payout
IRS 871m Potentially in scope for combined transactions
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name Moderna Inc.
ISIN US60770K1079
Price 203.00 CHF
Date 21/10/26 15:47
Ratio 40.00

Key data

Implied volatility 1.05%
Leverage 3.87
Delta -0.04
Gamma 0.00
Vega 0.11
Distance to Strike 124.00
Distance to Strike in % 62.31%

market maker quality Date: 22/10/2026

Average Spread 22.14%
Last Best Bid Price 0.05 CHF
Last Best Ask Price 0.06 CHF
Last Best Bid Volume 1,000,000
Last Best Ask Volume 250,000
Average Buy Volume 581,023
Average Sell Volume 145,305
Average Buy Value 23,425 CHF
Average Sell Value 7,311 CHF
Spreads Availability Ratio 98.07%
Quote Availability 98.07%

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