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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1250722282 Security: 125072228 Symbol: SMIYFZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 27.09.2024 10:04:41

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 27.03.2023
Key Information Document DE 27.03.2023
Key Information Document EN 27.03.2023
Key Information Document FR 27.03.2023
Key Information Document IT 27.03.2023

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 27.09.24 10:04 27.09.24 10:00

Current data

Last price paid 0.035
Change -22.22% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.09.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date03.04.2023
Last trading19.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -96.00%
Year to date (YTD) -90.00%
1 month -22.22%
3 months -53.33%
1 year -92.55%
3 years n.a.

Key figures on issue

Issue price0.75
Underlying price on issue10'789.22
Premium0.16%
Premium p.a.0.57%
Leverage80.48
Implied volatility0.09

Reference data

ISIN CH1250722282
Symbol SMIYFZ
Security 125072228
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 10'300.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 27.03.2023

Key figures

Premium 15.65%
Premium p.a. 56.57%
Leverage 407'044.00
Implied volatility 9.38%
Moneyness out-of-the-money
Leverage 80.4823
Delta -0.0002
Gamma 0.0017
Theta -0.0022
Rho -0.0080
Vega 0.0482
Fair value 0.03
Intrinsic value n.a.
Break-even 10'299.97
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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