Put-Warrant

Termsheet  
Symbol: CEGIZZ
Underlyings: Constellation Energy Aktie
ISIN: CH1507480072
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
04.06.26
08:29:20
1.340
1.350
CHF
Volume
25,000
25,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 1.350
Diff. absolute / % 0.04 +3.03%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Put-Warrant
ISIN CH1507480072
Valor 150748007
Symbol CEGIZZ
Strike 330.00 USD
Type Warrants
Type Bear
Ratio 50.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 19/01/2026
Date of maturity 25/01/2027
Last trading day 15/01/2027
Settlement Type Cash payout
IRS 871m Potentially in scope for combined transactions
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name Constellation Energy Aktie
ISIN US21037T1097
Price 230.70 EUR
Date 04/06/26 08:42
Ratio 50.00

Key data

Intrinsic value 1.23
Time value 0.12
Implied volatility 0.35%
Leverage 2.34
Delta -0.59
Gamma 0.00
Vega 0.81
Distance to Strike -61.64
Distance to Strike in % -22.97%

market maker quality Date: 02/06/2026

Average Spread 0.76%
Last Best Bid Price 1.32 CHF
Last Best Ask Price 1.33 CHF
Last Best Bid Volume 50,000
Last Best Ask Volume 50,000
Average Buy Volume 29,064
Average Sell Volume 29,064
Average Buy Value 38,503 CHF
Average Sell Value 38,793 CHF
Spreads Availability Ratio 98.83%
Quote Availability 98.83%

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