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Call-Warrant
Symbol:
BACVAZ
ISIN:
CH1507464860
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
08.04.26
20:28:24 |
|
0.530
|
0.540
|
CHF |
| Volume |
100,000
|
100,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.470 | ||||
| Diff. absolute / % | 0.06 | +12.77% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1507464860 |
| Valor | 150746486 |
| Symbol | BACVAZ |
| Strike | 60.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 4.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 16/12/2025 |
| 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 |
Key data
| Implied volatility | 0.24% |
| Leverage | 7.38 |
| Delta | 0.30 |
| Gamma | 0.04 |
| Vega | 0.16 |
| Distance to Strike | 8.34 |
| Distance to Strike in % | 16.14% |
market maker quality Date: 07/04/2026
| Average Spread | 2.27% |
| Last Best Bid Price | 0.45 CHF |
| Last Best Ask Price | 0.46 CHF |
| Last Best Bid Volume | 125,000 |
| Last Best Ask Volume | 125,000 |
| Average Buy Volume | 72,998 |
| Average Sell Volume | 72,912 |
| Average Buy Value | 32,002 CHF |
| Average Sell Value | 32,693 CHF |
| Spreads Availability Ratio | 98.17% |
| Quote Availability | 98.17% |
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