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

ISIN: CH1237242420 Security: 123724242 Symbol: SMIHMZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 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 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.055
Change -8.33% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 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 -92.54%
Year to date (YTD) -82.26%
1 month -57.69%
3 months -67.65%
1 year -89.42%
3 years n.a.

Key figures on issue

Issue price0.67
Underlying price on issue11'260.53
Premium0.13%
Premium p.a.0.38%
Leverage92.13
Implied volatility0.07

Reference data

ISIN CH1237242420
Symbol SMIHMZ
Security 123724242
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 10'500.00
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 12.51%
Premium p.a. 38.36%
Leverage 240'017.20
Implied volatility 7.25%
Moneyness out-of-the-money
Leverage 92.1342
Delta -0.0004
Gamma 0.0020
Theta -0.0027
Rho -0.0174
Vega 0.0953
Fair value 0.05
Intrinsic value n.a.
Break-even 10'499.95
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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