Put-Warrant

Termsheet  
Symbol: ON0MHZ
Underlyings: ON Semiconductor Corp.
ISIN: CH1572922305
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
14.07.26
21:59:42
0.920
0.930
CHF
Volume
75,000
75,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.920
Diff. absolute / % -0.04 -4.21%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Put-Warrant
ISIN CH1572922305
Valor 157292230
Symbol ON0MHZ
Strike 100.00 USD
Type Warrants
Type Bear
Ratio 25.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 02/07/2026
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 ON Semiconductor Corp.
ISIN US6821891057
Price 83.295 EUR
Date 15/07/26 07:49
Ratio 25.00

Key data

Intrinsic value 0.31
Time value 0.61
Implied volatility 0.66%
Leverage 1.25
Delta -0.31
Gamma 0.00
Vega 0.27
Distance to Strike -7.77
Distance to Strike in % -8.42%

market maker quality Date: 13/07/2026

Average Spread 1.06%
Last Best Bid Price 0.95 CHF
Last Best Ask Price 0.96 CHF
Last Best Bid Volume 75,000
Last Best Ask Volume 75,000
Average Buy Volume 43,940
Average Sell Volume 43,940
Average Buy Value 41,140 CHF
Average Sell Value 41,580 CHF
Spreads Availability Ratio 99.98%
Quote Availability 99.98%

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