Call-Warrant

Termsheet  
Symbol: BASI5Z
Underlyings: BASF SE
ISIN: CH1507450752
Issuer:
Zürcher Kantonalbank
Trade

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.
Price Time-delayed price
04.06.26
01:06:11
-
-
CHF
Volume
-
-
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 0.500
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1507450752
Valor 150745075
Symbol BASI5Z
Strike 50.00 EUR
Type Warrants
Type Bull
Ratio 10.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 19/11/2025
Date of maturity 29/12/2026
Last trading day 18/12/2026
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name BASF SE
ISIN DE000BASF111
Price 50.52 EUR
Date 03/06/26 23:00
Ratio 10.00

Key data

Intrinsic value 0.06
Time value 0.41
Implied volatility 0.33%
Leverage 5.74
Delta 0.53
Gamma 0.05
Vega 0.14
Distance to Strike -0.60
Distance to Strike in % -1.19%

market maker quality Date: 02/06/2026

Average Spread 2.05%
Last Best Bid Price 0.50 CHF
Last Best Ask Price 0.51 CHF
Last Best Bid Volume 100,000
Last Best Ask Volume 100,000
Average Buy Volume 117,713
Average Sell Volume 117,758
Average Buy Value 56,722 CHF
Average Sell Value 57,921 CHF
Spreads Availability Ratio 98.92%
Quote Availability 98.92%

Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.