Inhaltsseite: Home

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

ISIN: CH1237242388 Security: 123724238 Symbol: SMIULZ Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 15.02.2023
Key Information Document DE 15.02.2023
Key Information Document EN 15.02.2023
Key Information Document FR 15.02.2023
Key Information Document IT 15.02.2023

Price data

  Bid Ask
Price 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.04
Change +14.29% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date22.02.2023
Last trading19.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -91.18%
Year to date (YTD) -80.00%
1 month -20.00%
3 months -46.67%
1 year -88.57%
3 years n.a.

Key figures on issue

Issue price0.51
Underlying price on issue11'261.03
Premium0.17%
Premium p.a.0.59%
Leverage70.43
Implied volatility0.10

Reference data

ISIN CH1237242388
Symbol SMIULZ
Security 123724238
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 10'000.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 15.02.2023

Key figures

Premium 16.98%
Premium p.a. 59.01%
Leverage 267'657.56
Implied volatility 10.31%
Moneyness out-of-the-money
Leverage 70.4260
Delta -0.0003
Gamma 0.0015
Theta -0.0030
Rho -0.0111
Vega 0.0632
Fair value 0.05
Intrinsic value n.a.
Break-even 9'999.96
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading