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ZKB Put Warrant auf
Swiss Market Index SMI

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

Bid Price 0.01

Ask Price 0.02

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 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 0.01 0.02
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 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 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 -91.18%
Year to date (YTD) -71.43%
1 month -20.00%
3 months -55.56%
1 year -87.50%
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue11'252.21
Premium0.20%
Premium p.a.0.59%
Leverage63.12
Implied volatility0.11

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 19.86%
Premium p.a. 59.42%
Leverage 395'150.00
Implied volatility 10.98%
Moneyness out-of-the-money
Leverage 63.1153
Delta -0.0002
Gamma 0.0007
Theta -0.0009
Rho -0.0040
Vega 0.0210
Fair value 0.02
Intrinsic value n.a.
Break-even 9'499.97
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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