Put-Warrant

Termsheet  
Symbol: BACHIZ
Underlyings: Bank of America Corp.
ISIN: CH1534677781
Issuer:
Zürcher Kantonalbank
Trade

Chart

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
02.10.26
22:15:03
-
-
CHF
Volume
0
0
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.990
Diff. absolute / % -0.01 -1.01%

Determined prices

Last Price 0.540 Volume 4,000
Time 18:26:04 Date 15/09/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Put-Warrant
ISIN CH1534677781
Valor 153467778
Symbol BACHIZ
Strike 55.00 USD
Type Warrants
Type Bear
Ratio 4.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 16/04/2026
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 Bank of America Corp.
ISIN US0605051046
Price 47.78 EUR
Date 03/10/26 13:04
Ratio 4.00

Key data

Intrinsic value 0.34
Time value 0.64
Implied volatility 0.25%
Leverage 6.74
Delta -0.49
Gamma 0.04
Vega 0.14
Distance to Strike -1.37
Distance to Strike in % -2.55%

market maker quality Date: 30/09/2026

Average Spread 1.18%
Last Best Bid Price 0.87 CHF
Last Best Ask Price 0.88 CHF
Last Best Bid Volume 75,000
Last Best Ask Volume 75,000
Average Buy Volume 44,051
Average Sell Volume 44,051
Average Buy Value 37,353 CHF
Average Sell Value 37,794 CHF
Spreads Availability Ratio 98.81%
Quote Availability 98.81%

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