Call-Warrant

Symbol: BN0EYZ
Underlyings: Danone S.A.
ISIN: CH1572918873
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
05.08.26
09:53:17
0.100
0.110
CHF
Volume
500,000
500,000
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 0.100
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1572918873
Valor 157291887
Symbol BN0EYZ
Strike 88.00 EUR
Type Warrants
Type Bull
Ratio 10.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 01/07/2026
Date of maturity 25/06/2027
Last trading day 18/06/2027
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name Danone S.A.
ISIN FR0000120644
Price 64.9600 CHF
Date 29/07/26 12:52
Ratio 10.00

Key data

Implied volatility 0.25%
Leverage 9.79
Delta 0.14
Gamma 0.01
Vega 0.14
Distance to Strike 19.98
Distance to Strike in % 29.37%

market maker quality Date: 04/08/2026

Average Spread 10.34%
Last Best Bid Price 0.10 CHF
Last Best Ask Price 0.11 CHF
Last Best Bid Volume 500,000
Last Best Ask Volume 500,000
Average Buy Volume 560,720
Average Sell Volume 339,371
Average Buy Value 51,396 CHF
Average Sell Value 34,885 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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