Call-Warrant

Termsheet  
Symbol: JPY06Z
Underlyings: Devisen JPY/CHF
ISIN: CH1556392731
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
13.11.26
22:15:00
-
-
CHF
Volume
0
0
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.500
Diff. absolute / % 0.03 +6.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1556392731
Valor 155639273
Symbol JPY06Z
Strike 0.005 CHF
Type Warrants
Type Bull
Ratio 0.00
SVSP Code 2100
Exercise type European
Currency Swiss Franc
First Trading Date 08/05/2026
Date of maturity 25/06/2027
Last trading day 18/06/2027
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name Devisen JPY/CHF
ISIN QT0002750187
Price 0.00525
Date 13/11/26 22:27
Ratio 0.0005

Key data

Intrinsic value 0.49
Time value 0.02
Implied volatility 0.06%
Leverage 17.93
Delta 0.87
Gamma 953.86
Vega 0.00
Distance to Strike -0.00
Distance to Strike in % -4.64%

market maker quality Date: 12/11/2026

Average Spread 2.05%
Last Best Bid Price 0.49 CHF
Last Best Ask Price 0.50 CHF
Last Best Bid Volume 125,000
Last Best Ask Volume 125,000
Average Buy Volume 124,387
Average Sell Volume 124,387
Average Buy Value 59,995 CHF
Average Sell Value 61,239 CHF
Spreads Availability Ratio 99.31%
Quote Availability 99.31%

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