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ZKB Call Warrant auf
Swiss Market Index SMI

ISIN: CH1250722324 Security: 125072232 Symbol: SMIUUZ Life cycle
Secondary market

Bid Price 0.17

Ask Price 0.18

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

Date/time (delayed) 17.05.2024 10:38:24

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 0.17 0.18
Volume 400'000.00 400'000.00
Date/time 17.05.24 10:38 17.05.24 10:38

Current data

Last price paid 0.15
Change +15.38% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 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 +2.94%
Year to date (YTD) +100.00%
1 month +114.29%
3 months +150.00%
1 year -55.88%
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue10'789.22
Premium0.07%
Premium p.a.0.10%
Leverage175.95
Implied volatility0.02

Reference data

ISIN CH1250722324
Symbol SMIUUZ
Security 125072232
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 12'800.00
C/P type call
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 6.63%
Premium p.a. 10.35%
Leverage 68'594.11
Implied volatility 2.39%
Moneyness out-of-the-money
Leverage 175.9511
Delta 0.0026
Gamma 0.0000
Theta -0.0053
Rho 0.1841
Vega 0.7635
Fair value 0.18
Intrinsic value n.a.
Break-even 12'800.18
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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