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ZKB Call Warrant auf
Swiss Market Index SMI

ISIN: CH1250722209 Security: 125072220 Symbol: SMIVOZ Life cycle
Secondary market

Bid Price 1.31

Ask Price 1.32

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 31.05.2024 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 1.31 1.32
Volume 125'000.00 125'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 1.31
Change +10.08% [ +0.12 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

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

Performance

Perf. since issue +80.14%
Year to date (YTD) +122.03%
1 month +92.65%
3 months +87.14%
1 year +32.32%
3 years n.a.

Key figures on issue

Issue price0.73
Underlying price on issue10'789.22
Premiumn.a.
Premium p.a.n.a.
Leveragen.a.
Implied volatilityn.a.

Reference data

ISIN CH1250722209
Symbol SMIVOZ
Security 125072220
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 10'800.00
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 n.a.
Premium p.a. n.a.
Leverage 9'126.13
Implied volatility n.a.
Moneyness in-the-money
Leverage n.a.
Delta n.a.
Gamma n.a.
Theta n.a.
Rho n.a.
Vega n.a.
Fair value -1'199.55
Intrinsic value n.a.
Break-even n.a.
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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