Call-Warrant

Termsheet  
Symbol: PEP96Z
Underlyings: PepsiCo Inc.
ISIN: CH1572922370
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
18:00:39
0.350
0.360
CHF
Volume
150,000
150,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.330
Diff. absolute / % 0.02 +6.06%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1572922370
Valor 157292237
Symbol PEP96Z
Strike 140.00 USD
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 02/07/2026
Date of maturity 25/01/2027
Last trading day 15/01/2027
Settlement Type Cash payout
IRS 871m Potentially in scope for combined transactions
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name PepsiCo Inc.
ISIN US7134481081
Price 130.92 EUR
Date 13/11/26 18:29
Ratio 20.00

Key data

Intrinsic value 0.19
Time value 0.15
Implied volatility 0.19%
Leverage 13.44
Delta 0.64
Gamma 0.02
Vega 0.22
Distance to Strike -3.71
Distance to Strike in % -2.58%

market maker quality Date: 12/11/2026

Average Spread 2.86%
Last Best Bid Price 0.33 CHF
Last Best Ask Price 0.34 CHF
Last Best Bid Volume 175,000
Last Best Ask Volume 175,000
Average Buy Volume 92,033
Average Sell Volume 92,033
Average Buy Value 31,547 CHF
Average Sell Value 32,467 CHF
Spreads Availability Ratio 97.90%
Quote Availability 97.90%

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