Put-Warrant

Termsheet  
Symbol: SAN5NZ
Underlyings: Sanofi S.A.
ISIN: CH1507485352
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
Please note that data is only available after start of trading.
Price Time-delayed price
30.09.26
22:28:01
-
-
CHF
Volume
-
-
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 0.350
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 CH1507485352
Valor 150748535
Symbol SAN5NZ
Strike 72.00 EUR
Type Warrants
Type Bear
Ratio 10.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 27/01/2026
Date of maturity 28/12/2026
Last trading day 18/12/2026
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name Sanofi S.A.
ISIN FR0000120578
Price 72.895 EUR
Date 30/09/26 22:27
Ratio 10.00

Key data

Intrinsic value 0.05
Time value 0.26
Implied volatility 0.20%
Leverage 12.50
Delta -0.54
Gamma 0.06
Vega 0.13
Distance to Strike -0.53
Distance to Strike in % -0.74%

market maker quality Date: 29/09/2026

Average Spread 3.04%
Last Best Bid Price 0.35 CHF
Last Best Ask Price 0.36 CHF
Last Best Bid Volume 150,000
Last Best Ask Volume 150,000
Average Buy Volume 169,337
Average Sell Volume 169,337
Average Buy Value 54,791 CHF
Average Sell Value 56,484 CHF
Spreads Availability Ratio 99.39%
Quote Availability 99.39%

Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.