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Call-Warrant
Symbol:
BAYXMZ
ISIN:
CH1507450786
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
15:59:43 |
|
0.900
|
0.910
|
CHF |
| Volume |
75,000
|
75,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
Performance
| Closing prev. day | 0.890 | ||||
| Diff. absolute / % | 0.01 | +1.12% | |||
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 | CH1507450786 |
| Valor | 150745078 |
| Symbol | BAYXMZ |
| Strike | 40.00 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 |
Key data
| Intrinsic value | 0.78 |
| Time value | 0.09 |
| Implied volatility | 0.33% |
| Leverage | 5.31 |
| Delta | 0.96 |
| Gamma | 0.02 |
| Vega | 0.02 |
| Distance to Strike | -7.75 |
| Distance to Strike in % | -16.23% |
market maker quality Date: 21/08/2026
| Average Spread | 1.15% |
| Last Best Bid Price | 0.88 CHF |
| Last Best Ask Price | 0.89 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 75,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 64,758 CHF |
| Average Sell Value | 65,508 CHF |
| Spreads Availability Ratio | 98.58% |
| Quote Availability | 98.58% |
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