Call-Warrant

Symbol: BSLTNZ
ISIN: CH1415398226
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.
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 0.560
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.410 Volume 5,000
Time 14:15:33 Date 04/12/2025

More Product Information

Core Data

Name Call-Warrant
ISIN CH1415398226
Valor 141539822
Symbol BSLTNZ
Strike 50.00 CHF
Type Warrants
Type Bull
Ratio 10.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 26/03/2025
Date of maturity 27/03/2026
Last trading day 20/03/2026
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name Basilea Pharmaceutica AG
ISIN CH0011432447
Price 53.50 CHF
Date 19/12/25 17:30
Ratio 10.00

Key data

Intrinsic value 0.40
Time value 0.19
Implied volatility 0.35%
Leverage 7.21
Delta 0.79
Gamma 0.05
Vega 0.08
Distance to Strike -4.00
Distance to Strike in % -7.41%

market maker quality Date: 17/12/2025

Average Spread 1.79%
Last Best Bid Price 0.55 CHF
Last Best Ask Price 0.56 CHF
Last Best Bid Volume 25,000
Last Best Ask Volume 25,000
Average Buy Volume 25,000
Average Sell Volume 25,000
Average Buy Value 13,830 CHF
Average Sell Value 14,080 CHF
Spreads Availability Ratio 99.95%
Quote Availability 99.95%

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