Put-Warrant

Symbol: C0U7GZ
Underlyings: Citigroup Inc.
ISIN: CH1534677195
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
14.07.26
22:15:03
-
-
CHF
Volume
0
0
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 1.470
Diff. absolute / % 0.17 +11.56%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Put-Warrant
ISIN CH1534677195
Valor 153467719
Symbol C0U7GZ
Strike 120.00 USD
Type Warrants
Type Bear
Ratio 4.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 16/04/2026
Date of maturity 30/03/2027
Last trading day 19/03/2027
Settlement Type Cash payout
IRS 871m Potentially in scope for combined transactions
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name Citigroup Inc.
ISIN US1729674242
Price 116.90 EUR
Date 14/07/26 23:00
Ratio 4.00

Key data

Implied volatility 0.34%
Leverage 3.08
Delta -0.11
Gamma 0.01
Vega 0.22
Distance to Strike 23.86
Distance to Strike in % 16.59%

market maker quality Date: 13/07/2026

Average Spread 0.72%
Last Best Bid Price 1.51 CHF
Last Best Ask Price 1.52 CHF
Last Best Bid Volume 50,000
Last Best Ask Volume 50,000
Average Buy Volume 29,056
Average Sell Volume 29,056
Average Buy Value 40,988 CHF
Average Sell Value 41,278 CHF
Spreads Availability Ratio 98.72%
Quote Availability 98.72%

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