| Last price paid | 1.02 | |
| Change | +4.08% [ +0.04 ] | |
| Last traded volume | n.a. Unit | |
| Cumulative volume | n.a. Unit | |
| Date/time | 02.04.2026 17:20 | |
| Initial fixing date | 06.01.2026 |
| Settlement date | 13.01.2026 |
| Last trading | 18.12.2026 |
| Final fixing | 18.12.2026 |
| Currency redemption | CHF |
| Perf. since issue | +31.41% |
| Year to date (YTD) | n.a. |
| 1 month | +22.89% |
| 3 months | n.a. |
| 1 year | n.a. |
| 3 years | n.a. |
| Issue price | 0.78 |
| Underlying price on issue | 64.94 |
| Premium | 0.10% |
| Premium p.a. | 0.13% |
| Leverage | 3.47 |
| Implied volatility | 0.30 |
| ISIN | CH1507472699 |
| Symbol | BAEWYZ |
| Security | 150747269 |
| Exchange | SIX Structured Products |
| Currency | CHF |
| Expiry | 29.12.2026 |
| Underlying | Julius Baer Grp N, CH0102484968 |
| Underlying ISIN | CH0102484968 |
| Strike | 64.00 |
| C/P type | put |
| Subscription ratio | 10.00 |
| Issuer | Zuercher Kantonalbank |
| Exercise type | American |
| Delivery of securities | On Demand |
| Minimum execution | 10 |
| Value day | 06.01.2026 |
| Premium | 10.00% |
| Premium p.a. | 13.46% |
| Leverage | 5.83 |
| Implied volatility | 29.98% |
| Moneyness | in-the-money |
| Leverage | 3.4663 |
| Delta | -0.4435 |
| Gamma | 0.0024 |
| Theta | -0.0016 |
| Rho | -0.0340 |
| Vega | 0.0187 |
| Fair value | 0.60 |
| Intrinsic value | n.a. |
| Break-even | 53.75 |
| SSPA value at risk | n.a. |
| SSPA risk rating | n.a. |
| SSPA derivative category | Leverage |
| SSPA code | Warrant (2100) |
| Name | Price |
|---|---|
| KUEHNE & NAGEL | 187.25 |
| SWISSCOM N | 671.50 |
| ZURICH INSURANCE | 570.80 |
| Alcon AG | 60.32 |
| Swiss Re | 132.30 |