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ZKB Put Warrant auf SMI Swiss Market Index Price Index
Swiss Market Index SMI

ISIN: CH1235748386 Security: 123574838 Symbol: SMIWPZ Life cycle
Secondary market

Bid Price 0.004

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 09:11:33

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.12.2022
Key Information Document DE 20.12.2022
Key Information Document EN 20.12.2022
Key Information Document FR 20.12.2022
Key Information Document IT 20.12.2022

Price data

  Bid Ask
Price 0.004 0.015
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 09:11 29.05.24 09:11

Current data

Last price paid 0.004
Change -73.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume 10'000.00 Unit
Date/time 27.05.2024 17:15

Life cycle

Fixing21.06.2024
Settlement date28.12.2022
Last trading20.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.68%
Year to date (YTD) -90.00%
1 month n.a.
3 months -80.00%
1 year -96.36%
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue10'712.74
Premium0.24%
Premium p.a.2.84%
Leverage55.42
Implied volatility0.26

Reference data

ISIN CH1235748386
Symbol SMIWPZ
Security 123574838
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 9'000.00
C/P type put
Subscription ratio 2'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 2000
Value day 20.12.2022

Key figures

Premium 24.08%
Premium p.a. 283.52%
Leverage 623'921.05
Implied volatility 25.58%
Moneyness out-of-the-money
Leverage 55.4237
Delta -0.0001
Gamma 0.0006
Theta -0.0025
Rho -0.0006
Vega 0.0061
Fair value 0.01
Intrinsic value n.a.
Break-even 8'999.98
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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