Call-Warrant

Symbol: PAAABZ
ISIN: CH1507477185
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
12:29:02
0.270
0.280
CHF
Volume
100,000
100,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.250
Diff. absolute / % 0.02 +8.00%

Determined prices

Last Price 0.600 Volume 6,000
Time 11:10:40 Date 16/06/2026

More Product Information

Core Data

Name Call-Warrant
ISIN CH1507477185
Valor 150747718
Symbol PAAABZ
Strike 80.00 USD
Type Warrants
Type Bull
Ratio 5.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 13/01/2026
Date of maturity 25/01/2027
Last trading day 15/01/2027
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name Pan American Silver Corp.
ISIN CA6979001089
Price 43.485 CHF
Date 21/08/26 11:20
Ratio 5.00

Key data

Implied volatility 0.55%
Leverage 8.64
Delta 0.22
Gamma 0.01
Vega 0.10
Distance to Strike 26.92
Distance to Strike in % 50.73%

market maker quality Date: 21/08/2026

Average Spread 3.51%
Last Best Bid Price 0.26 CHF
Last Best Ask Price 0.27 CHF
Last Best Bid Volume 200,000
Last Best Ask Volume 200,000
Average Buy Volume 110,973
Average Sell Volume 110,973
Average Buy Value 30,839 CHF
Average Sell Value 31,949 CHF
Spreads Availability Ratio 97.95%
Quote Availability 97.95%

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