Put-Warrant

Symbol: BACI9Z
Underlyings: Bank of America Corp.
ISIN: CH1572910714
Issuer:
Zürcher Kantonalbank
Trade

Chart

    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
04.10.26
03:41:31
-
-
CHF
Volume
-
-
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.600
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Put-Warrant
ISIN CH1572910714
Valor 157291071
Symbol BACI9Z
Strike 60.00 USD
Type Warrants
Type Bear
Ratio 10.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 24/06/2026
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 Bank of America Corp.
ISIN US0605051046
Price 47.78 EUR
Date 03/10/26 13:04
Ratio 10.00

Key data

Leverage 6.79
Delta -0.76
Gamma 0.05
Vega 0.09
Distance to Strike -6.37
Distance to Strike in % -11.88%

market maker quality Date: 30/09/2026

Average Spread 1.91%
Last Best Bid Price 0.53 CHF
Last Best Ask Price 0.54 CHF
Last Best Bid Volume 100,000
Last Best Ask Volume 100,000
Average Buy Volume 58,250
Average Sell Volume 58,250
Average Buy Value 30,277 CHF
Average Sell Value 30,859 CHF
Spreads Availability Ratio 98.83%
Quote Availability 98.83%

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