Put-Warrant

Symbol: BIONZZ
Underlyings: BB Biotech AG
ISIN: CH1478465359
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
24.06.26
11:00:36
0.040
0.050
CHF
Volume
250,000
250,000
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 0.050
Diff. absolute / % -0.01 -20.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Put-Warrant
ISIN CH1478465359
Valor 147846535
Symbol BIONZZ
Strike 32.00 CHF
Type Warrants
Type Bear
Ratio 10.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 25/08/2025
Date of maturity 29/12/2026
Last trading day 18/12/2026
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name BB Biotech AG
ISIN CH0038389992
Price 46.20 CHF
Date 24/06/26 12:04
Ratio 10.00

Key data

Implied volatility 0.38%
Leverage 2.42
Delta -0.02
Gamma 0.01
Vega 0.02
Distance to Strike 13.85
Distance to Strike in % 30.21%

market maker quality Date: 23/06/2026

Average Spread 21.16%
Last Best Bid Price 0.04 CHF
Last Best Ask Price 0.05 CHF
Last Best Bid Volume 250,000
Last Best Ask Volume 250,000
Average Buy Volume 233,660
Average Sell Volume 232,204
Average Buy Value 9,888 CHF
Average Sell Value 12,159 CHF
Spreads Availability Ratio 98.99%
Quote Availability 98.99%

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