Call-Warrant

Symbol: MRNEJZ
Underlyings: Moderna Inc.
ISIN: CH1507465438
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
24.08.26
12:45:53
6.240
6.250
CHF
Volume
25,000
25,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 8.050
Diff. absolute / % -1.81 -22.48%

Determined prices

Last Price 8.050 Volume 100
Time 08:20:35 Date 20/08/2026

More Product Information

Core Data

Name Call-Warrant
ISIN CH1507465438
Valor 150746543
Symbol MRNEJZ
Strike 70.00 USD
Type Warrants
Type Bull
Ratio 10.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 16/12/2025
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 Moderna Inc.
ISIN US60770K1079
Price 120.6000 CHF
Date 24/08/26 09:01
Ratio 10.00

Key data

Leverage 2.09
Delta 0.90
Gamma 0.00
Vega 0.16
Distance to Strike -75.04
Distance to Strike in % -51.74%

market maker quality Date: 21/08/2026

Average Spread 2.39%
Last Best Bid Price 6.95 CHF
Last Best Ask Price 6.96 CHF
Last Best Bid Volume 50,000
Last Best Ask Volume 50,000
Average Buy Volume 15,835
Average Sell Volume 13,065
Average Buy Value 96,432 CHF
Average Sell Value 81,817 CHF
Spreads Availability Ratio 97.05%
Quote Availability 97.06%

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