Data DEBUG
Request:
https://api.data.payoff.ch/v2/strproducts/CH1530931497/en
Response:
{
    "meta": {
        "id": 31052851,
        "categoryId": 20,
        "subCategoryId": 2100,
        "ibtTypeCode": 100002,
        "hasMultipleUnderlyings": false,
        "numUnderlyings": 1,
        "issuerRef": "ZKB",
        "hasExtendedTradingHours": true,
        "denomination": "1.00000",
        "productNameFull": "ZKB Put Warrant, 2026-18.09.2026 auf Taiwan Semiconductor Manufacturing Co Ltd",
        "guarantorRef": null
    },
    "basic": {
        "isin": "CH1530931497",
        "wkn": null,
        "valor": "153093149",
        "symbol": "TSM66Z",
        "name": "Put Warrant on Taiwan Semiconductor",
        "descriptionTemplate": "template-2100-s",
        "termsheetUrlDe": "\/termsheets\/CH1530931497_de_20260218_011556.pdf",
        "termsheetUrlEn": "\/termsheets\/CH1530931497_en_20260218_012059.pdf"
    },
    "highlights": {
        "strikeLevel": "380",
        "leverage": "4.029",
        "tradingCurrencyCode": "CHF"
    },
    "static": {
        "categoryName": "Leverage",
        "subCategoryName": "Warrant",
        "issuerName": "Zürcher Kantonalbank",
        "issuerRatings": "Aaa \/ AAA \/ AAA",
        "tradingCurrencyCode": "CHF",
        "underlying": "Taiwan Semiconductor",
        "tradingExchangeName": "SIX Structured Products",
        "ratio": "25",
        "isCollateralised": "No",
        "issuePrice": "2.27",
        "firstTradingDate": "17.02.2026",
        "lastTradingDate": "18.09.2026",
        "redemptionDate": "25.09.2026",
        "paymentType": "cash",
        "mgmtFeePa": null,
        "isCallable": "No",
        "isAutoCallable": "No",
        "direction": "Short",
        "strikeLevel": "380"
    },
    "market": {
        "tradingExchangeName": "SIX Structured Products",
        "tradingCurrencyCode": "CHF",
        "bid": "0.880",
        "bidSize": "150'000",
        "ask": "0.890",
        "askSize": "150'000",
        "last": "0.850",
        "change": null,
        "performanceWeek": "-15.84%",
        "performanceYtd": null,
        "lastDateTime": "28.05.2026 22:10:00"
    },
    "chart": [
        {
            "ttsId": "tts-827455",
            "name": "Taiwan Semiconductor"
        }
    ],
    "keyfigures": {
        "daysToMaturity": "112",
        "distToStrikeRate": "10.11%"
    },
    "underlyings": [
        {
            "isin": "US8740391003",
            "valor": "724641",
            "name": "Taiwan Semiconductor",
            "symbol": "TSM",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "USD",
            "strikeLevel": "380.00",
            "bid": "418.40",
            "bidSize": "80",
            "ask": "418.60",
            "askSize": "120",
            "last": "418.50",
            "change": null,
            "distToStrikeRate": "10.11%",
            "lastDateTime": "29.05.2026 19:39:38"
        }
    ],
    "similars": [
        {
            "name": "Call Warrant auf Taiwan Semiconductor",
            "isin": "CH1550957968",
            "symbol": "WTSE0V",
            "categoryName": "Hebelprodukte",
            "issuerName": "Vontobel",
            "isAd": false
        },
        {
            "name": "Call Warrant auf Taiwan Semiconductor",
            "isin": "CH1491112509",
            "symbol": "TSM2YZ",
            "categoryName": "Hebelprodukte",
            "issuerName": "Zürcher Kantonalbank",
            "isAd": false
        },
        {
            "name": "Call Warrant auf Taiwan Semiconductor",
            "isin": "CH1553242053",
            "symbol": "TSCCJB",
            "categoryName": "Hebelprodukte",
            "issuerName": "Bank Julius Bär",
            "isAd": false
        }
    ],
    "events": [
    ],
    "greeks": {
        "delta": "-0.21",
        "gamma": "0.0035",
        "moneyness": "OTM",
        "gearing": "19.018",
        "leverage": "4.029"
    }
}

TSM66Z

Put Warrant on Taiwan Semiconductor

Valor: 153093149
ISIN: CH1530931497
Termsheet: PDF (De) PDF (En)
Extended Trading Hours
Last update: 20:19:15
Bid
0.880
Bid Size: 150'000
Ask
0.890
Ask Size: 150'000
Strike
380
Leverage
4.029
Trading Currency
CHF

Terms

  • CategoryLeverage
  • TypeWarrant
  • IssuerZürcher Kantonalbank
  • Ratings (Moody's/S&P/Fitch)Aaa / AAA / AAA
  • Trading CurrencyCHF
  • UnderlyingTaiwan Semiconductor
  • Trading VenueSIX Structured Products
  • Ratio25
  • CollateralisedNo
  • Issue Price2.27
  • Frist Trading17.02.2026
  • Last Trading18.09.2026
  • Redemption Date25.09.2026
  • Payout Typecash
  • CallableNo
  • AutocallableNo
  • Market ExpectationShort
  • Strike380

Market Data

  • ExchangeSIX Structured Products
  • Trading CurrencyCHF
  • Bid0.880
  • Bid Size150'000
  • Ask0.890
  • Ask Size150'000
  • Last0.850
  • Performance (1 Week)-15.84%
  • Quotes vom28.05.2026 22:10:00

Key Figures

  • Days to Maturity112
  • Distance to Strike10.11%

Greeks

  • Delta-0.21
  • Gamma0.0035
  • MoneynessOTM
  • Gearing19.018
  • Leverage4.029

Chart

Underlying: Taiwan Semiconductor

  • Taiwan Semiconductor
  • ISINUS8740391003
  • Valor724641
  • UnderlyingTaiwan Semiconductor
  • SymbolTSM
  • ExchangeSIX Structured Products
  • Trading CurrencyUSD
  • Strike Level380.00
  • Bid418.40
  • Bid Size80
  • Ask418.60
  • Ask Size120
  • Last418.50
  • Distance to Strike10.11%
  • Quotes from29.05.2026 19:39:38

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