Inhaltsseite: Home

ZKB Put Warrant auf
Swiss Market Index SMI

ISIN: CH1250723488 Security: 125072348 Symbol: SMISUZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 07.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.04.2023
Key Information Document DE 12.04.2023
Key Information Document EN 12.04.2023
Key Information Document FR 12.04.2023
Key Information Document IT 12.04.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 05.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date19.04.2023
Last trading19.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -94.12%
Year to date (YTD) -78.57%
1 month n.a.
3 months -57.14%
1 year -90.00%
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue11'252.21
Premium0.22%
Premium p.a.0.73%
Leverage58.72
Implied volatility0.13

Reference data

ISIN CH1250723488
Symbol SMISUZ
Security 125072348
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying SMI Swiss Market Index Price Index, CH0009980894
Underlying ISIN CH0009980894
Strike 9'500.00
C/P type put
Subscription ratio 2'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 2000
Value day 12.04.2023

Key figures

Premium 22.48%
Premium p.a. 73.26%
Leverage 612'738.00
Implied volatility 12.66%
Moneyness out-of-the-money
Leverage 58.7156
Delta -0.0001
Gamma 0.0006
Theta -0.0007
Rho -0.0024
Vega 0.0129
Fair value 0.01
Intrinsic value n.a.
Break-even 9'499.98
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading