Call-Warrant

Symbol: VACC4Z
Underlyings: VAT Group
ISIN: CH1371042164
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
05.12.25
15:45:55
0.140
0.150
CHF
Volume
275,000
275,000
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 0.160
Diff. absolute / % -0.02 -12.50%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1371042164
Valor 137104216
Symbol VACC4Z
Strike 400.00 CHF
Type Warrants
Type Bull
Ratio 100.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 05/11/2024
Date of maturity 05/01/2026
Last trading day 19/12/2025
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name VAT Group
ISIN CH0311864901
Price 399.7000 CHF
Date 05/12/25 15:57
Ratio 100.00

Key data

Delta 0.50
Gamma 0.01
Vega 0.31
Distance to Strike 5.40
Distance to Strike in % 1.37%

market maker quality Date: 03/12/2025

Average Spread 8.54%
Last Best Bid Price 0.15 CHF
Last Best Ask Price 0.16 CHF
Last Best Bid Volume 275,000
Last Best Ask Volume 275,000
Average Buy Volume 321,701
Average Sell Volume 315,418
Average Buy Value 36,381 CHF
Average Sell Value 39,017 CHF
Spreads Availability Ratio 99.26%
Quote Availability 99.26%

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