Call-Warrant

Symbol: BACXSZ
Underlyings: Bank of America Corp.
ISIN: CH1478470912
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
02.02.26
09:02:23
0.410
0.420
CHF
Volume
32,000
32,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.420
Diff. absolute / % -0.02 -4.76%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1478470912
Valor 147847091
Symbol BACXSZ
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 04/09/2025
Date of maturity 25/09/2026
Last trading day 18/09/2026
Settlement Type Cash payout
IRS 871m Potentially in scope for combined transactions
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name Bank of America Corp.
ISIN US0605051046
Ratio 4.00

Key data

Implied volatility 0.22%
Leverage 10.42
Delta 0.34
Gamma 0.04
Vega 0.15
Distance to Strike 6.83
Distance to Strike in % 12.85%

market maker quality Date: 28/01/2026

Average Spread 2.66%
Last Best Bid Price 0.36 CHF
Last Best Ask Price 0.37 CHF
Last Best Bid Volume 38,000
Last Best Ask Volume 38,000
Average Buy Volume 38,000
Average Sell Volume 38,000
Average Buy Value 14,081 CHF
Average Sell Value 14,461 CHF
Spreads Availability Ratio 98.15%
Quote Availability 98.15%

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