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Call-Warrant
Symbol:
VNA15Z
ISIN:
CH1556408685
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
13:03:00 |
|
0.080
|
0.090
|
CHF |
| Volume |
625,000
|
325,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
Performance
| Closing prev. day | 0.090 | ||||
| Diff. absolute / % | -0.01 | -11.11% | |||
Determined prices
| Last Price | 0.090 | Volume | 50,000 | |
| Time | 10:06:29 | Date | 17/08/2026 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1556408685 |
| Valor | 155640868 |
| Symbol | VNA15Z |
| Strike | 24.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 29/05/2026 |
| Date of maturity | 25/06/2027 |
| Last trading day | 18/06/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Implied volatility | 0.33% |
| Leverage | 3.51 |
| Delta | 0.14 |
| Gamma | 0.06 |
| Vega | 0.04 |
| Distance to Strike | 4.10 |
| Distance to Strike in % | 20.63% |
market maker quality Date: 21/08/2026
| Average Spread | 11.36% |
| Last Best Bid Price | 0.08 CHF |
| Last Best Ask Price | 0.09 CHF |
| Last Best Bid Volume | 625,000 |
| Last Best Ask Volume | 325,000 |
| Average Buy Volume | 609,411 |
| Average Sell Volume | 309,411 |
| Average Buy Value | 50,621 CHF |
| Average Sell Value | 28,782 CHF |
| Spreads Availability Ratio | 98.57% |
| Quote Availability | 98.57% |
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