Call-Warrant

Termsheet  
Symbol: BN05VZ
Underlyings: Danone S.A.
ISIN: CH1591455949
Issuer:
Zürcher Kantonalbank
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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
02.10.26
17:30:12
-
-
CHF
Volume
0
0
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 0.200
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.170 Volume 10,000
Time 10:36:17 Date 01/10/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1591455949
Valor 159145594
Symbol BN05VZ
Strike 72.00 EUR
Type Warrants
Type Bull
Ratio 10.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 27/08/2026
Date of maturity 24/12/2027
Last trading day 17/12/2027
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name Danone S.A.
ISIN FR0000120644
Price 55.00 CHF
Date 02/10/26 15:16
Ratio 10.00

Key data

Implied volatility 0.26%
Leverage 5.23
Delta 0.17
Gamma 0.02
Vega 0.16
Distance to Strike 14.42
Distance to Strike in % 25.04%

market maker quality Date: 30/09/2026

Average Spread 4.88%
Last Best Bid Price 0.19 CHF
Last Best Ask Price 0.20 CHF
Last Best Bid Volume 275,000
Last Best Ask Volume 275,000
Average Buy Volume 254,751
Average Sell Volume 254,751
Average Buy Value 50,925 CHF
Average Sell Value 53,472 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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