Call-Warrant

Termsheet  
Symbol: CRW40Z
Underlyings: Crowdstrike Holdings
ISIN: CH1507465545
Issuer:
Zürcher Kantonalbank
Trade

Chart

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
03.06.26
22:10:45
-
-
CHF
Volume
0
0
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 2.380
Diff. absolute / % -0.09 -3.78%

Determined prices

Last Price 2.380 Volume 100
Time 20:45:34 Date 02/06/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1507465545
Valor 150746554
Symbol CRW40Z
Strike 600.00 USD
Type Warrants
Type Bull
Ratio 80.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 16/12/2025
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 Crowdstrike Holdings
ISIN US22788C1053
Price 583.30 EUR
Date 03/06/26 23:00
Ratio 80.00

Key data

Intrinsic value 1.93
Time value 0.39
Implied volatility 0.35%
Leverage 3.16
Delta 0.78
Gamma 0.00
Vega 1.77
Distance to Strike -154.23
Distance to Strike in % -20.45%

market maker quality Date: 02/06/2026

Average Spread 0.41%
Last Best Bid Price 2.29 CHF
Last Best Ask Price 2.30 CHF
Last Best Bid Volume 100,000
Last Best Ask Volume 100,000
Average Buy Volume 58,013
Average Sell Volume 58,014
Average Buy Value 140,085 CHF
Average Sell Value 140,667 CHF
Spreads Availability Ratio 97.96%
Quote Availability 97.96%

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