Call-Warrant

Symbol: SX5L3Z
Underlyings: EURO STOXX 50 Index
ISIN: CH1478461408
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
05:20:37
-
-
CHF
Volume
-
-
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 3.670
Diff. absolute / % 0.11 +3.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1478461408
Valor 147846140
Symbol SX5L3Z
Strike 6,000.00 Points
Type Warrants
Type Bull
Ratio 200.00
SVSP Code 2100
Exercise type European
Currency Swiss Franc
First Trading Date 19/08/2025
Date of maturity 24/09/2027
Last trading day 17/09/2027
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name EURO STOXX 50 Index
ISIN EU0009658145
Price 6,460.9243 Points
Date 21/08/26 22:00
Ratio 200.00

Key data

Intrinsic value 2.11
Time value 1.66
Implied volatility 0.16%
Leverage 7.29
Delta 0.86
Gamma 0.00
Vega 15.08
Distance to Strike -422.06
Distance to Strike in % -6.57%

market maker quality Date: 20/08/2026

Average Spread 0.27%
Last Best Bid Price 3.71 CHF
Last Best Ask Price 3.72 CHF
Last Best Bid Volume 50,000
Last Best Ask Volume 50,000
Average Buy Volume 50,000
Average Sell Volume 50,000
Average Buy Value 184,719 CHF
Average Sell Value 185,219 CHF
Spreads Availability Ratio 99.31%
Quote Availability 99.31%

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