Put-Warrant

Termsheet  
Symbol: LITIEZ
Underlyings: Lumentum Holdings Inc.
ISIN: CH1556421696
Issuer:
Zürcher Kantonalbank
Trade

Chart

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
24.06.26
17:16:28
2.300
2.310
CHF
Volume
25,000
25,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 2.350
Diff. absolute / % -0.06 -2.55%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Put-Warrant
ISIN CH1556421696
Valor 155642169
Symbol LITIEZ
Strike 1,250.00 USD
Type Warrants
Type Bear
Ratio 200.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 05/06/2026
Date of maturity 30/03/2027
Last trading day 19/03/2027
Settlement Type Cash payout
IRS 871m Potentially in scope for combined transactions
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name Lumentum Holdings Inc.
ISIN US55024U1097
Price 745.45 EUR
Date 24/06/26 17:31
Ratio 200.00

Key data

Intrinsic value 2.11
Time value 0.28
Implied volatility 0.67%
Leverage 0.93
Delta -0.54
Gamma 0.00
Vega 2.81
Distance to Strike -422.60
Distance to Strike in % -51.08%

market maker quality Date: 23/06/2026

Average Spread 0.43%
Last Best Bid Price 2.35 CHF
Last Best Ask Price 2.36 CHF
Last Best Bid Volume 25,000
Last Best Ask Volume 25,000
Average Buy Volume 14,958
Average Sell Volume 14,958
Average Buy Value 34,906 CHF
Average Sell Value 35,056 CHF
Spreads Availability Ratio 98.86%
Quote Availability 98.86%

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