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

ISIN: CH1237242446 Security: 123724244 Symbol: SMILUZ Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 525'000.00

Volume 525'000.00

Date/time (delayed) 26.06.2024 03:38:28

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 0.10 0.11
Volume 525'000.00 525'000.00
Date/time 26.06.24 15:38 26.06.24 15:38

Current data

Last price paid 0.095
Change -5.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.06.2024 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 -90.00%
Year to date (YTD) -86.23%
1 month -26.92%
3 months -68.33%
1 year -88.27%
3 years n.a.

Key figures on issue

Issue price1.05
Underlying price on issue11'260.53
Premium0.05%
Premium p.a.0.20%
Leverage183.19
Implied volatility0.04

Reference data

ISIN CH1237242446
Symbol SMILUZ
Security 123724244
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 11'400.00
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 5.07%
Premium p.a. 19.88%
Leverage 114'363.71
Implied volatility 3.75%
Moneyness out-of-the-money
Leverage 183.1863
Delta -0.0016
Gamma 0.0044
Theta -0.0056
Rho -0.0519
Vega 0.3140
Fair value 0.11
Intrinsic value n.a.
Break-even 11'399.90
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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