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ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1250722183 Security: 125072218 Symbol: SMIYQZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 28.05.2024 05:15:00

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 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.035
Change -12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume 100'000.00 Unit
Date/time 21.05.2024 17:15

Life cycle

Fixing20.09.2024
Settlement date03.04.2023
Last trading19.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -95.00%
Year to date (YTD) -86.00%
1 month -70.83%
3 months -75.00%
1 year -91.25%
3 years n.a.

Key figures on issue

Issue price0.70
Underlying price on issue10'789.22
Premium0.13%
Premium p.a.0.39%
Leverage92.06
Implied volatility0.07

Reference data

ISIN CH1250722183
Symbol SMIYQZ
Security 125072218
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 13.11%
Premium p.a. 39.23%
Leverage 338'700.00
Implied volatility 7.33%
Moneyness out-of-the-money
Leverage 92.0608
Delta -0.0003
Gamma 0.0020
Theta -0.0019
Rho -0.0125
Vega 0.0692
Fair value 0.04
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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