Put-Warrant

Termsheet  
Symbol: HPEB5Z
Underlyings: Hewlett Packard Enterprise Co.
ISIN: CH1556417660
Issuer:
Zürcher Kantonalbank
Trade

Chart

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
04.08.26
10:33:13
0.540
0.550
CHF
Volume
50,000
50,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.580
Diff. absolute / % -0.04 -6.90%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Put-Warrant
ISIN CH1556417660
Valor 155641766
Symbol HPEB5Z
Strike 55.00 USD
Type Warrants
Type Bear
Ratio 20.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 03/06/2026
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 Hewlett Packard Enterprise Co.
ISIN US42824C1099
Price 44.975 EUR
Date 04/08/26 11:24
Ratio 20.00

Key data

Intrinsic value 0.24
Time value 0.31
Implied volatility 0.66%
Leverage 2.25
Delta -0.49
Gamma 0.02
Vega 0.13
Distance to Strike -4.74
Distance to Strike in % -9.43%

market maker quality Date: 03/08/2026

Average Spread 1.67%
Last Best Bid Price 0.59 CHF
Last Best Ask Price 0.60 CHF
Last Best Bid Volume 100,000
Last Best Ask Volume 100,000
Average Buy Volume 58,192
Average Sell Volume 58,192
Average Buy Value 34,570 CHF
Average Sell Value 35,152 CHF
Spreads Availability Ratio 98.96%
Quote Availability 98.96%

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