Put-Warrant

Termsheet  
Symbol: SMCEHZ
Underlyings: Super Micro Computer Inc.
ISIN: CH1478471324
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
24.06.26
11:01:42
0.820
0.830
CHF
Volume
38,000
38,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.870
Diff. absolute / % -0.04 -4.60%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Put-Warrant
ISIN CH1478471324
Valor 147847132
Symbol SMCEHZ
Strike 40.00 USD
Type Warrants
Type Bear
Ratio 10.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 04/09/2025
Date of maturity 25/09/2026
Last trading day 18/09/2026
Settlement Type Cash payout
IRS 871m Potentially in scope for combined transactions
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name Super Micro Computer Inc.
ISIN US86800U3023
Price 29.82 EUR
Date 24/06/26 11:44
Ratio 10.00

Key data

Intrinsic value 0.67
Time value 0.17
Implied volatility 0.66%
Leverage 1.63
Delta -0.41
Gamma 0.01
Vega 0.06
Distance to Strike -6.67
Distance to Strike in % -20.01%

market maker quality Date: 23/06/2026

Average Spread 1.15%
Last Best Bid Price 0.84 CHF
Last Best Ask Price 0.85 CHF
Last Best Bid Volume 75,000
Last Best Ask Volume 75,000
Average Buy Volume 43,981
Average Sell Volume 43,981
Average Buy Value 37,889 CHF
Average Sell Value 38,329 CHF
Spreads Availability Ratio 98.95%
Quote Availability 98.95%

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