Call-Warrant

Symbol: MRN2OZ
Underlyings: Moderna Inc.
ISIN: CH1446470325
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
20.02.26
22:04:53
-
-
CHF
Volume
0
0
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 1.120
Diff. absolute / % 0.18 +19.15%

Determined prices

Last Price 0.660 Volume 750
Time 08:00:46 Date 09/02/2026

More Product Information

Core Data

Name Call-Warrant
ISIN CH1446470325
Valor 144647032
Symbol MRN2OZ
Strike 40.00 USD
Type Warrants
Type Bull
Ratio 10.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 22/05/2025
Date of maturity 26/06/2026
Last trading day 18/06/2026
Settlement Type Cash payout
IRS 871m Potentially in scope for combined transactions
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name Moderna Inc.
ISIN US60770K1079
Price 42.295 EUR
Date 21/02/26 13:03
Ratio 10.00

Key data

Intrinsic value 0.87
Time value 0.19
Implied volatility 0.46%
Leverage 3.65
Delta 0.79
Gamma 0.02
Vega 0.08
Distance to Strike -8.71
Distance to Strike in % -17.88%

market maker quality Date: 18/02/2026

Average Spread 1.37%
Last Best Bid Price 0.93 CHF
Last Best Ask Price 0.94 CHF
Last Best Bid Volume 75,000
Last Best Ask Volume 75,000
Average Buy Volume 42,546
Average Sell Volume 41,773
Average Buy Value 37,267 CHF
Average Sell Value 37,090 CHF
Spreads Availability Ratio 99.68%
Quote Availability 99.68%

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