Put-Warrant

Termsheet  
Symbol: MEL4CZ
Underlyings: Mercadolibre Inc.
ISIN: CH1507486038
Issuer:
Zürcher Kantonalbank
Trade

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
04.08.26
10:32:42
0.760
0.770
CHF
Volume
38,000
38,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.760
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Put-Warrant
ISIN CH1507486038
Valor 150748603
Symbol MEL4CZ
Strike 2,150.00 USD
Type Warrants
Type Bear
Ratio 400.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 27/01/2026
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 Mercadolibre Inc.
ISIN US58733R1023
Price 1,644.40 EUR
Date 04/08/26 11:10
Ratio 400.00

Key data

Intrinsic value 0.62
Time value 0.13
Implied volatility 0.32%
Leverage 5.52
Delta -0.87
Gamma 0.00
Vega 2.31
Distance to Strike -249.53
Distance to Strike in % -13.13%

market maker quality Date: 03/08/2026

Average Spread 1.31%
Last Best Bid Price 0.79 CHF
Last Best Ask Price 0.80 CHF
Last Best Bid Volume 75,000
Last Best Ask Volume 75,000
Average Buy Volume 43,997
Average Sell Volume 43,997
Average Buy Value 33,575 CHF
Average Sell Value 34,015 CHF
Spreads Availability Ratio 98.90%
Quote Availability 98.90%

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