Put-Warrant

Termsheet  
Symbol: WDCPNZ
Underlyings: Western Digital Corp.
ISIN: CH1572903784
Issuer:
Zürcher Kantonalbank
Trade

Chart

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
24.06.26
11:46:41
0.800
0.810
CHF
Volume
38,000
38,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.820
Diff. absolute / % -0.03 -3.66%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Put-Warrant
ISIN CH1572903784
Valor 157290378
Symbol WDCPNZ
Strike 770.00 USD
Type Warrants
Type Bear
Ratio 200.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 17/06/2026
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 Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name Western Digital Corp.
ISIN US9581021055
Price 601.55 EUR
Date 24/06/26 12:02
Ratio 200.00

Key data

Intrinsic value 0.50
Time value 0.29
Implied volatility 0.78%
Leverage 2.24
Delta -0.53
Gamma 0.00
Vega 1.30
Distance to Strike -99.03
Distance to Strike in % -14.76%

market maker quality Date: 23/06/2026

Average Spread 1.24%
Last Best Bid Price 0.83 CHF
Last Best Ask Price 0.84 CHF
Last Best Bid Volume 75,000
Last Best Ask Volume 75,000
Average Buy Volume 43,978
Average Sell Volume 43,978
Average Buy Value 35,636 CHF
Average Sell Value 36,075 CHF
Spreads Availability Ratio 98.95%
Quote Availability 98.95%

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