| Last price paid | 0.37 | |
| Change | -2.63% [ -0.01 ] | |
| Last traded volume | n.a. Unit | |
| Cumulative volume | n.a. Unit | |
| Date/time | 02.04.2026 17:20 | |
| Initial fixing date | 26.01.2026 |
| Settlement date | 02.02.2026 |
| Last trading | 18.12.2026 |
| Final fixing | 18.12.2026 |
| Currency redemption | CHF |
| Perf. since issue | -37.07% |
| Year to date (YTD) | n.a. |
| 1 month | +27.59% |
| 3 months | n.a. |
| 1 year | n.a. |
| 3 years | n.a. |
| Issue price | 0.58 |
| Underlying price on issue | 64.31 |
| Premium | 0.13% |
| Premium p.a. | 0.18% |
| Leverage | 5.92 |
| Implied volatility | 0.26 |
| ISIN | CH1507485162 |
| Symbol | BN0B1Z |
| Security | 150748516 |
| Exchange | SIX Structured Products |
| Currency | CHF |
| Expiry | 28.12.2026 |
| Underlying | Danone, FR0000120644 |
| Underlying ISIN | FR0000120644 |
| Strike | 64.00 |
| C/P type | put |
| Subscription ratio | 10.00 |
| Issuer | Zuercher Kantonalbank |
| Exercise type | American |
| Delivery of securities | Automatic |
| Minimum execution | 10 |
| Value day | 26.01.2026 |
| Premium | 13.41% |
| Premium p.a. | 18.13% |
| Leverage | 17.51 |
| Implied volatility | 25.74% |
| Moneyness | out-of-the-money |
| Leverage | 5.9167 |
| Delta | -0.2280 |
| Gamma | 0.0025 |
| Theta | -0.0011 |
| Rho | -0.0186 |
| Vega | 0.0197 |
| Fair value | 0.37 |
| Intrinsic value | n.a. |
| Break-even | 60.04 |
| 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 |